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	param	t-stat
$ω$	0.0959	2.74
$α$	0.1883	3.12
$β$	0.4202	2.98
$γ_{1}$	0.4872	0.20
$γ_{2}$	-3.3837	-1.00
$γ_{3}$	4.8163	2.35
$γ_{4}$	-3.0487	-1.27
$γ_{5}$	2.7649	1.04
$γ_{6}$	-2.0242	-0.73

V-Lab

The PAS Group Limited Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other The PAS Group Limited Analyses