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{type} for {date}

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	param	t-stat
$ω$	6.7119	5.05
$α$	0.1588	8.75
$β$	0.8194	47.14
$γ_{1}$	0.1551	4.73
$γ_{2}$	-0.2301	-4.37
$γ_{3}$	0.1557	4.07
$γ_{4}$	-0.0948	-3.11
$γ_{5}$	-0.0311	-1.22
$γ_{6}$	0.2759	9.10

V-Lab

SAS AB Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other SAS AB Analyses