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	param	t-stat
$ω$	1.5384	3.02
$α$	0.1219	4.21
$β$	0.8478	19.73
$γ_{1}$	0.0381	0.27
$γ_{2}$	-0.2310	-0.84
$γ_{3}$	0.4357	1.06
$γ_{4}$	-0.8204	-2.36
$γ_{5}$	1.8544	6.53
$γ_{6}$	-2.5582	-6.27
$γ_{7}$	1.4826	2.96
$γ_{8}$	-0.3009	-0.44

V-Lab

Grimoldi SA Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Grimoldi SA Analyses