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{type} for {date}

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	param	t-stat
$ω$	0.6266	6.49
$α$	0.3464	8.07
$β$	0.6529	15.23
$γ_{1}$	0.8882	0.34
$γ_{2}$	-2.2392	-0.54
$γ_{3}$	4.9415	1.52
$γ_{4}$	-8.4161	-1.93
$γ_{5}$	7.9743	1.80
$γ_{6}$	-7.5764	-1.91
$γ_{7}$	-7.0114	-0.86
$γ_{8}$	49.0618	2.25
$γ_{9}$	-69.3371	-2.64
$γ_{10}$	42.1590	2.43

V-Lab

McGrath Limited Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other McGrath Limited Analyses