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	param	t-stat
$ω$	3.3390	2.01
$α$	0.0636	4.23
$β$	0.9342	60.87
$γ_{1}$	0.8151	1.11
$γ_{2}$	-1.7008	-1.84
$γ_{3}$	1.2485	1.92
$γ_{4}$	0.4497	0.51
$γ_{5}$	-2.9571	-2.32
$γ_{6}$	4.0988	2.92
$γ_{7}$	-2.4500	-2.04
$γ_{8}$	0.4605	0.64
$γ_{9}$	0.0261	0.08
$γ_{10}$	-0.0828	-0.26

V-Lab

Do & Co Ag Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Do & Co Ag Analyses