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{type} for {date}

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	param	t-stat
$ω$	3.2134	2.85
$α$	0.1082	3.27
$β$	0.8543	29.59
$γ_{1}$	0.3051	0.61
$γ_{2}$	0.6000	0.78
$γ_{3}$	-1.7576	-3.05
$γ_{4}$	1.1299	2.11
$γ_{5}$	0.2853	0.58
$γ_{6}$	-1.5827	-2.82
$γ_{7}$	2.4537	3.23
$γ_{8}$	-3.3028	-2.54

V-Lab

PureCircle Limited Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other PureCircle Limited Analyses