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	param	t-stat
$ω$	1.8451	0.00
$α$	0.2364	0.00
$β$	0.7636	0.00
$γ_{1}$	-11.3483	0.00
$γ_{2}$	-9.4202	0.00
$γ_{3}$	46.5020	0.00
$γ_{4}$	-39.3274	0.00
$γ_{5}$	10.1428	0.00
$γ_{6}$	33.0467	0.00
$γ_{7}$	-54.6119	0.00
$γ_{8}$	30.2683	0.00
$γ_{9}$	-7.6456	0.00

V-Lab

Pt Satyamitra Mitra Kemas Le Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Pt Satyamitra Mitra Kemas Le Analyses