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	param	t-stat
$ω$	1.1090	0.14
$α$	0.0726	0.01
$β$	0.9274	0.14
$γ_{1}$	-0.3102	-0.01
$γ_{2}$	0.5067	0.04
$γ_{3}$	0.5277	0.00
$γ_{4}$	-1.6395	-0.01
$γ_{5}$	1.4222	0.01
$γ_{6}$	-0.8884	-0.09
$γ_{7}$	0.3180	0.04
$γ_{8}$	0.6368	0.09
$γ_{9}$	-1.6194	-0.05

V-Lab

Perceptron Inc Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Perceptron Inc Analyses