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	param	t-stat
$ω$	0.5136	0.02
$α$	0.2270	0.00
$β$	0.7730	0.01
$γ_{1}$	-4.8169	-0.03
$γ_{2}$	17.3795	0.00
$γ_{3}$	-22.6077	0.00
$γ_{4}$	12.7747	0.00
$γ_{5}$	-2.6730	0.00
$γ_{6}$	-1.1474	0.00
$γ_{7}$	1.9081	0.01
$γ_{8}$	-1.2706	-0.01
$γ_{9}$	1.0223	0.01
$γ_{10}$	-1.8557	-0.07

V-Lab

Tera Software Ltd Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Tera Software Ltd Analyses