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{type} for {date}

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	param	t-stat
$ω$	6.2928	2.86
$α$	0.2128	7.75
$β$	0.7729	31.57
$γ_{1}$	0.3478	0.94
$γ_{2}$	-0.8093	-1.69
$γ_{3}$	1.0998	4.73
$γ_{4}$	-0.9741	-3.20
$γ_{5}$	0.3888	0.94
$γ_{6}$	0.2623	0.58
$γ_{7}$	-1.2828	-2.83
$γ_{8}$	2.0699	4.96
$γ_{9}$	-1.6417	-4.31
$γ_{10}$	0.5018	1.14

V-Lab

Dof Asa Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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Other Dof Asa Analyses