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	param	t-stat
$ω$	2.4137	4.26
$α$	0.0544	7.60
$β$	0.9403	114.32
$γ_{1}$	-0.0348	-4.34
$γ_{2}$	0.0679	5.21
$γ_{3}$	-0.0442	-4.52

V-Lab

Klepierre Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Klepierre Analyses