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	param	t-stat
$ω$	2.4142	4.26
$α$	0.0546	7.60
$β$	0.9401	114.05
$γ_{1}$	-0.0349	-4.34
$γ_{2}$	0.0681	5.21
$γ_{3}$	-0.0447	-4.53

V-Lab

Klepierre Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Klepierre Analyses