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{type} for {date}

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	param	t-stat
$ω$	1.2203	3.74
$α$	0.1279	6.83
$β$	0.8720	46.93
$γ_{1}$	0.2795	0.20
$γ_{2}$	-0.9166	-0.57
$γ_{3}$	0.9907	2.55
$γ_{4}$	0.3215	1.12
$γ_{5}$	-1.3231	-4.79
$γ_{6}$	-0.7142	-1.15
$γ_{7}$	1.9011	1.43
$γ_{8}$	2.5622	0.89
$γ_{9}$	-7.8383	-2.08

V-Lab

Dropsuite Limited Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Dropsuite Limited Analyses