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	param	t-stat
$ω$	1.8014	4.33
$α$	0.1217	14.70
$β$	0.8582	88.52
$γ_{1}$	-0.5097	-10.04
$γ_{2}$	0.8885	11.63
$γ_{3}$	-0.4957	-9.85
$γ_{4}$	0.1900	4.34
$γ_{5}$	-0.0729	-1.65
$γ_{6}$	-0.0332	-0.58

V-Lab

ICADE Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other ICADE Analyses