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	param	t-stat
$ω$	0.6685	5.03
$α$	0.1141	11.88
$β$	0.8852	91.13
$γ_{1}$	0.1049	1.57
$γ_{2}$	-0.1181	-1.21
$γ_{3}$	0.1332	1.87
$γ_{4}$	-0.2091	-2.71

V-Lab

Dexia SA Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Dexia SA Analyses