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	param	t-stat
$ω$	2.5959	3.96
$α$	0.1198	11.45
$β$	0.8684	75.03
$γ_{1}$	-0.6017	-8.16
$γ_{2}$	1.2047	12.07
$γ_{3}$	-0.9474	-13.38
$γ_{4}$	0.5585	6.83
$γ_{5}$	-0.3593	-3.77
$γ_{6}$	0.1477	1.26
$γ_{7}$	-0.0152	-0.13
$γ_{8}$	0.0225	0.20

V-Lab

TSR Inc Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other TSR Inc Analyses