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	param	t-stat
$ω$	1.9387	5.59
$α$	0.1363	9.81
$β$	0.8023	42.74
$γ_{1}$	-0.1389	-1.96
$γ_{2}$	0.0715	0.64
$γ_{3}$	0.2056	3.08
$γ_{4}$	-0.3476	-6.74
$γ_{5}$	0.4516	8.75
$γ_{6}$	-0.3556	-8.76
$γ_{7}$	0.1238	3.93
$γ_{8}$	0.0469	1.44
$γ_{9}$	-0.2606	-5.54

V-Lab

MTS Systems Corp Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other MTS Systems Corp Analyses