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{type} for {date}

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	param	t-stat
$ω$	0.2416	0.79
$α$	0.0204	2.76
$β$	0.9686	38.11
$γ_{1}$	-0.4697	-0.27
$γ_{2}$	0.9543	0.38
$γ_{3}$	-1.1183	-0.49
$γ_{4}$	0.4860	0.30
$γ_{5}$	1.0622	0.91
$γ_{6}$	-2.3301	-1.80
$γ_{7}$	4.2411	3.38
$γ_{8}$	-4.2855	-3.95
$γ_{9}$	0.9682	0.57

V-Lab

eXtract Group Ltd Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

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