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	param	t-stat
$ω$	1.1560	0.00
$α$	0.2532	0.00
$β$	0.7468	0.00
$γ_{1}$	-8.2558	0.00
$γ_{2}$	7.0597	0.00
$γ_{3}$	-4.8891	0.00
$γ_{4}$	16.1009	0.03
$γ_{5}$	-14.5236	-0.01
$γ_{6}$	5.4974	0.01
$γ_{7}$	1.5509	0.01
$γ_{8}$	-10.7074	0.00
$γ_{9}$	20.8529	0.00

V-Lab

Sfd Sa Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Sfd Sa Analyses