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	param	t-stat
$ω$	0.9799	6.02
$α$	0.2098	1.24
$β$	0.7901	4.68
$γ_{1}$	0.1738	0.18
$γ_{2}$	-0.6725	-0.53
$γ_{3}$	1.3417	3.42
$γ_{4}$	-1.3812	-5.18
$γ_{5}$	0.7441	2.56
$γ_{6}$	-0.7041	-2.62
$γ_{7}$	1.1870	3.94
$γ_{8}$	-3.4078	-2.16
$γ_{9}$	9.0510	1.99
$γ_{10}$	-18.6668	-2.27

V-Lab

Strax AB Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Strax AB Analyses