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	param	t-stat
$ω$	4.3414	3.12
$α$	0.0947	7.90
$β$	0.8433	29.35
$γ_{1}$	-0.0777	-1.06
$γ_{2}$	0.1793	1.91
$γ_{3}$	-0.1167	-2.54
$γ_{4}$	0.0399	1.20
$γ_{5}$	-0.0954	-3.98
$γ_{6}$	0.2021	8.44
$γ_{7}$	-0.2419	-6.86

V-Lab

Genus PLC Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Genus PLC Analyses