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	param	t-stat
$ω$	0.6686	3.82
$α$	0.0352	2.60
$β$	0.9069	20.66
$γ_{1}$	0.0062	0.02
$γ_{2}$	-0.1485	-0.29
$γ_{3}$	-0.2079	-0.57
$γ_{4}$	0.8112	2.22
$γ_{5}$	-0.2342	-0.57
$γ_{6}$	-0.0570	-0.16
$γ_{7}$	-1.3283	-3.57
$γ_{8}$	2.4267	5.60
$γ_{9}$	-3.0202	-6.14
$γ_{10}$	3.4940	4.94

V-Lab

Filtisac SA Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Filtisac SA Analyses