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	param	t-stat
$ω$	1.0305	1.80
$α$	0.1546	6.12
$β$	0.8430	36.96
$γ_{1}$	-7.1737	-2.15
$γ_{2}$	15.4151	2.66
$γ_{3}$	-11.5013	-2.93
$γ_{4}$	0.8667	0.40
$γ_{5}$	5.6345	4.18
$γ_{6}$	-4.3801	-3.99
$γ_{7}$	0.6149	0.34

V-Lab

Sonha Saigon Joint Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Sonha Saigon Joint Analyses