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	param	t-stat
$ω$	1.5025	3.04
$α$	0.1208	4.15
$β$	0.8464	19.25
$γ_{1}$	0.0324	0.23
$γ_{2}$	-0.2167	-0.82
$γ_{3}$	0.4141	1.05
$γ_{4}$	-0.7794	-2.35
$γ_{5}$	1.7890	6.84
$γ_{6}$	-2.5139	-6.64
$γ_{7}$	1.4880	3.11
$γ_{8}$	-0.2695	-0.41

V-Lab

Grimoldi SA Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Grimoldi SA Analyses