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	param	t-stat
$ω$	0.7439	3.15
$α$	0.1230	9.47
$β$	0.8589	56.26
$γ_{1}$	0.3191	1.15
$γ_{2}$	-1.1383	-2.08
$γ_{3}$	1.7324	3.13
$γ_{4}$	-1.4202	-3.35
$γ_{5}$	0.5820	2.40
$γ_{6}$	0.0254	0.12
$γ_{7}$	-0.4228	-1.71
$γ_{8}$	0.6432	2.84
$γ_{9}$	-0.5185	-2.60
$γ_{10}$	-0.4216	-1.48

V-Lab

Societe pour l'Informatique Industrielle Spline ILLIQ Liquidity Analysis

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