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	param	t-stat
$ω$	1.4732	3.05
$α$	0.1204	4.10
$β$	0.8446	18.81
$γ_{1}$	0.0265	0.19
$γ_{2}$	-0.2029	-0.80
$γ_{3}$	0.3941	1.04
$γ_{4}$	-0.7418	-2.33
$γ_{5}$	1.7305	7.12
$γ_{6}$	-2.4782	-7.01
$γ_{7}$	1.5033	3.28
$γ_{8}$	-0.2690	-0.42

V-Lab

Grimoldi SA Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Grimoldi SA Analyses