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	param	t-stat
$ω$	1.3622	0.10
$α$	0.2220	0.04
$β$	0.7779	0.16
$γ_{1}$	-4.9423	-0.10
$γ_{2}$	2.6193	0.04
$γ_{3}$	-3.8069	-0.07
$γ_{4}$	19.8809	0.21
$γ_{5}$	-21.6702	-0.22
$γ_{6}$	12.4283	0.24
$γ_{7}$	-10.1073	-0.68
$γ_{8}$	11.3316	0.43

V-Lab

Sfd Sa Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Sfd Sa Analyses