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	param	t-stat
$ω$	2.2696	2.08
$α$	0.3054	5.50
$β$	0.6924	12.57
$γ_{1}$	-2.3160	-3.24
$γ_{2}$	3.6294	3.03
$γ_{3}$	-1.8010	-2.16
$γ_{4}$	0.6977	0.99
$γ_{5}$	0.2450	0.31
$γ_{6}$	-1.0764	-1.40
$γ_{7}$	0.2902	0.41
$γ_{8}$	1.1352	2.67
$γ_{9}$	-5.0641	-3.37
$γ_{10}$	14.9378	3.43

V-Lab

MCR SA Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other MCR SA Analyses