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{type} for {date}

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	param	t-stat
$ω$	0.6358	8.47
$α$	0.1112	4.03
$β$	0.6412	9.44
$γ_{1}$	-0.9502	-2.16
$γ_{2}$	1.1912	1.87
$γ_{3}$	-0.2805	-0.78
$γ_{4}$	-0.0914	-0.29
$γ_{5}$	0.4860	1.31
$γ_{6}$	-1.1243	-2.16
$γ_{7}$	1.9037	2.38
$γ_{8}$	-0.6279	-0.40
$γ_{9}$	-5.6428	-1.80

V-Lab

QV Equities Limited Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other QV Equities Limited Analyses