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	param	t-stat
$ω$	0.0829	2.77
$α$	0.1761	3.41
$β$	0.5918	6.59
$γ_{1}$	3.4843	1.13
$γ_{2}$	-9.2711	-1.81
$γ_{3}$	13.9670	3.08
$γ_{4}$	-19.7028	-3.40
$γ_{5}$	16.3042	2.51
$γ_{6}$	-6.8185	-1.24
$γ_{7}$	7.2009	1.69

V-Lab

Pierce Group AB Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Pierce Group AB Analyses