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{type} for {date}

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	param	t-stat
$ω$	0.5094	5.94
$α$	0.1974	6.05
$β$	0.6309	10.39
$γ_{1}$	-4.0533	-4.55
$γ_{2}$	4.8046	3.49
$γ_{3}$	-3.4098	-3.38
$γ_{4}$	4.7356	5.11
$γ_{5}$	-0.4874	-0.58
$γ_{6}$	-2.9364	-3.40
$γ_{7}$	0.8436	0.54

V-Lab

Tesserent Limited Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Tesserent Limited Analyses