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	param	t-stat
$ω$	0.4349	4.06
$α$	0.0000	0.00
$β$	0.9757	52.00
$γ_{1}$	12.9949	1.94
$γ_{2}$	-23.8191	-1.69
$γ_{3}$	14.5094	1.12
$γ_{4}$	-0.3907	-0.04
$γ_{5}$	-4.9309	-0.54
$γ_{6}$	-2.7752	-0.23
$γ_{7}$	12.0888	1.12
$γ_{8}$	-13.2124	-1.61
$γ_{9}$	4.0039	0.59
$γ_{10}$	18.9919	2.21

V-Lab

Telefonica Sa Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

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