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{type} for {date}

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	param	t-stat
$ω$	0.3859	4.14
$α$	0.1859	6.98
$β$	0.7462	21.96
$γ_{1}$	1.7352	2.98
$γ_{2}$	-2.8902	-3.13
$γ_{3}$	1.4475	2.20
$γ_{4}$	0.7028	0.96
$γ_{5}$	-2.4091	-3.09
$γ_{6}$	2.2377	2.90
$γ_{7}$	-0.4848	-0.66
$γ_{8}$	-1.4105	-1.97
$γ_{9}$	1.5669	1.72
$γ_{10}$	-1.5476	-1.11

V-Lab

Officiis Properties SA Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Officiis Properties SA Analyses