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{type} for {date}

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	param	t-stat
$ω$	1.8897	1.68
$α$	0.1697	5.29
$β$	0.8296	25.43
$γ_{1}$	5.2840	0.52
$γ_{2}$	-22.2707	-1.40
$γ_{3}$	38.1526	2.88
$γ_{4}$	-41.5122	-2.88
$γ_{5}$	34.9950	2.64
$γ_{6}$	-18.3214	-2.17
$γ_{7}$	3.1737	0.52
$γ_{8}$	0.6804	0.11
$γ_{9}$	-2.3849	-0.31

V-Lab

Epsilon Net Sa Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Epsilon Net Sa Analyses