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{type} for {date}

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	param	t-stat
$ω$	0.8214	9.15
$α$	0.1426	3.87
$β$	0.6689	7.84
$γ_{1}$	-0.9749	-2.39
$γ_{2}$	1.2974	1.97
$γ_{3}$	-0.2190	-0.42
$γ_{4}$	-1.6966	-2.93
$γ_{5}$	3.4829	4.37

V-Lab

Marel Hf Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Marel Hf Analyses