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	param	t-stat
$ω$	1.7962	4.33
$α$	0.1218	14.68
$β$	0.8580	88.40
$γ_{1}$	-0.5130	-10.06
$γ_{2}$	0.8929	11.64
$γ_{3}$	-0.4958	-9.76
$γ_{4}$	0.1872	4.23
$γ_{5}$	-0.0681	-1.53
$γ_{6}$	-0.0405	-0.69

V-Lab

ICADE Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other ICADE Analyses