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	param	t-stat
$ω$	0.9075	5.62
$α$	0.1401	17.68
$β$	0.8545	111.75
$γ_{1}$	-0.0618	-4.58
$γ_{2}$	0.0970	4.69
$γ_{3}$	-0.0736	-2.53

V-Lab

Banca Popolare di Milano Scarl Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Banca Popolare di Milano Scarl Analyses