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	param	t-stat
$ω$	2.8319	4.32
$α$	0.1337	4.82
$β$	0.7974	16.52
$γ_{1}$	0.1129	0.45
$γ_{2}$	-0.4309	-1.11
$γ_{3}$	0.9375	3.44
$γ_{4}$	-1.1889	-4.20

V-Lab

Sportamore AB Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Sportamore AB Analyses