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	param	t-stat
$ω$	1.1570	4.88
$α$	0.1600	9.16
$β$	0.8398	47.81
$γ_{1}$	0.1711	0.40
$γ_{2}$	-0.1719	-0.29
$γ_{3}$	-0.1778	-0.60
$γ_{4}$	-0.0825	-0.31
$γ_{5}$	0.1180	0.37
$γ_{6}$	1.2817	1.97
$γ_{7}$	-2.1175	-2.39
$γ_{8}$	1.2350	1.69
$γ_{9}$	-0.0712	-0.15
$γ_{10}$	-1.5058	-2.13

V-Lab

Philippine National Bank Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Philippine National Bank Analyses