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	param	t-stat
$ω$	2.4465	3.42
$α$	0.0534	6.84
$β$	0.9336	81.82
$γ_{1}$	-0.0227	-0.70
$γ_{2}$	-0.0165	-0.37
$γ_{3}$	0.1151	4.99
$γ_{4}$	-0.1231	-7.36
$γ_{5}$	0.0961	6.97
$γ_{6}$	-0.1024	-5.14

V-Lab

Klepierre Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Klepierre Analyses