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{type} for {date}

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	param	t-stat
$ω$	0.8050	0.00
$α$	0.1147	0.00
$β$	0.8853	0.00
$γ_{1}$	-0.8461	-0.00
$γ_{2}$	2.6164	0.00
$γ_{3}$	-0.2434	-0.00
$γ_{4}$	-8.5393	-0.00
$γ_{5}$	15.6673	0.00
$γ_{6}$	-13.9902	-0.00
$γ_{7}$	6.5600	0.00
$γ_{8}$	-1.3819	-0.00
$γ_{9}$	0.7428	0.00
$γ_{10}$	-2.1456	-0.00

V-Lab

TClarke PLC Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other TClarke PLC Analyses