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	param	t-stat
$ω$	1.6101	4.00
$α$	0.1206	14.18
$β$	0.8555	85.75
$γ_{1}$	-0.6933	-10.09
$γ_{2}$	1.0911	10.43
$γ_{3}$	-0.4163	-5.70
$γ_{4}$	-0.0137	-0.25
$γ_{5}$	0.1140	2.43
$γ_{6}$	-0.1172	-2.32
$γ_{7}$	0.0375	0.46

V-Lab

ICADE Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other ICADE Analyses