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	param	t-stat
$ω$	1.7927	4.33
$α$	0.1218	14.67
$β$	0.8579	88.35
$γ_{1}$	-0.5154	-10.07
$γ_{2}$	0.8961	11.63
$γ_{3}$	-0.4960	-9.70
$γ_{4}$	0.1855	4.17
$γ_{5}$	-0.0655	-1.46
$γ_{6}$	-0.0435	-0.74

V-Lab

ICADE Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other ICADE Analyses