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	param	t-stat
$ω$	0.7812	0.86
$α$	0.1252	0.01
$β$	0.8748	0.07
$γ_{1}$	-0.4752	-0.03
$γ_{2}$	0.4991	0.02
$γ_{3}$	0.1258	0.01
$γ_{4}$	-0.1962	-0.05

V-Lab

Sequana SA Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Sequana SA Analyses