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	param	t-stat
$ω$	0.4642	1.73
$α$	0.3146	4.53
$β$	0.6812	9.84
$γ_{1}$	-0.2465	-0.30
$γ_{2}$	-4.1876	-2.21
$γ_{3}$	9.2929	3.46
$γ_{4}$	-7.3026	-2.93
$γ_{5}$	3.5360	1.75

V-Lab

Kapston Facilities Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Kapston Facilities Analyses