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	param	t-stat
$ω$	2.4059	4.26
$α$	0.0547	7.58
$β$	0.9400	113.32
$γ_{1}$	-0.0351	-4.35
$γ_{2}$	0.0678	5.20
$γ_{3}$	-0.0423	-4.40

V-Lab

Klepierre Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Klepierre Analyses