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{type} for {date}

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	param	t-stat
$ω$	2.6667	4.07
$α$	0.1340	6.74
$β$	0.8308	32.26
$γ_{1}$	-0.0563	-0.56
$γ_{2}$	0.0113	0.07
$γ_{3}$	0.1882	1.44
$γ_{4}$	-0.2905	-2.20
$γ_{5}$	0.3623	3.01
$γ_{6}$	-0.5075	-4.77
$γ_{7}$	0.7623	5.60
$γ_{8}$	-0.7982	-2.67

V-Lab

Lab GPO SAS Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Lab GPO SAS Analyses