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	param	t-stat
$ω$	1.0854	3.03
$α$	0.1984	15.97
$β$	0.7994	65.29
$γ_{1}$	-0.9002	-3.94
$γ_{2}$	1.3594	4.58
$γ_{3}$	-0.5285	-5.07
$γ_{4}$	0.0619	0.87
$γ_{5}$	0.1539	2.09
$γ_{6}$	-0.3117	-4.16
$γ_{7}$	0.1650	1.85
$γ_{8}$	0.1973	1.68

V-Lab

Sonmez Filament Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Sonmez Filament Analyses