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	param	t-stat
$ω$	0.5411	1.41
$α$	0.2028	7.29
$β$	0.7849	23.91
$γ_{1}$	-3.4237	-5.06
$γ_{2}$	5.2736	5.20
$γ_{3}$	-2.9710	-4.09
$γ_{4}$	1.8696	2.20
$γ_{5}$	-1.9885	-2.13
$γ_{6}$	2.5929	2.29
$γ_{7}$	-1.9290	-2.03
$γ_{8}$	1.2080	2.43
$γ_{9}$	-2.0274	-3.58
$γ_{10}$	4.7030	3.29

V-Lab

Datagroup Se Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Datagroup Se Analyses