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	param	t-stat
$ω$	0.4423	2.10
$α$	0.1464	7.94
$β$	0.8367	39.38
$γ_{1}$	1.7618	2.63
$γ_{2}$	-2.4097	-2.32
$γ_{3}$	0.5979	0.87
$γ_{4}$	0.1037	0.15
$γ_{5}$	-0.1208	-0.15
$γ_{6}$	-0.2774	-0.41
$γ_{7}$	1.7845	2.19
$γ_{8}$	-3.8991	-3.73
$γ_{9}$	4.4594	4.56
$γ_{10}$	-4.5429	-4.45

V-Lab

RISMA Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other RISMA Analyses