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	param	t-stat
$ω$	1.2139	7.32
$α$	0.2291	6.41
$β$	0.7310	17.08
$γ_{1}$	-0.8316	-0.25
$γ_{2}$	-5.8293	-1.07
$γ_{3}$	11.1940	1.52

V-Lab

Pivotal Software, Inc. Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

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