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	param	t-stat
$ω$	0.2480	2.96
$α$	0.1263	5.04
$β$	0.7619	16.28
$γ_{1}$	-0.6985	-0.64
$γ_{2}$	2.9278	1.98
$γ_{3}$	-3.3743	-4.51
$γ_{4}$	0.7400	0.83
$γ_{5}$	0.6517	0.52
$γ_{6}$	0.1807	0.15
$γ_{7}$	-1.7757	-1.52
$γ_{8}$	1.4767	1.17
$γ_{9}$	1.6992	1.50
$γ_{10}$	-8.3849	-5.54

V-Lab

Sajan Inc Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Sajan Inc Analyses