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	param	t-stat
$ω$	1.4590	3.06
$α$	0.1188	4.10
$β$	0.8454	19.07
$γ_{1}$	0.0227	0.17
$γ_{2}$	-0.1942	-0.78
$γ_{3}$	0.3824	1.03
$γ_{4}$	-0.7218	-2.31
$γ_{5}$	1.7010	7.23
$γ_{6}$	-2.4604	-7.18
$γ_{7}$	1.5055	3.35
$γ_{8}$	-0.2277	-0.37

V-Lab

Grimoldi SA Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Grimoldi SA Analyses