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{type} for {date}

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	param	t-stat
$ω$	2.5710	5.53
$α$	0.1585	9.38
$β$	0.7513	29.82
$γ_{1}$	-0.1506	-3.42
$γ_{2}$	0.2609	3.84
$γ_{3}$	-0.1829	-2.95
$γ_{4}$	0.1443	2.39
$γ_{5}$	-0.1468	-3.51
$γ_{6}$	0.0433	1.11
$γ_{7}$	0.1805	3.86
$γ_{8}$	-0.4299	-8.57

V-Lab

Rothschild & Co Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

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