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	param	t-stat
$ω$	3.5919	6.38
$α$	0.1751	11.67
$β$	0.7681	43.12
$γ_{1}$	0.2623	4.33
$γ_{2}$	-0.4356	-4.56
$γ_{3}$	0.3550	4.64
$γ_{4}$	-0.3892	-5.58
$γ_{5}$	0.3579	5.71
$γ_{6}$	-0.1337	-2.35
$γ_{7}$	-0.0773	-1.44
$γ_{8}$	0.0668	1.42
$γ_{9}$	0.0577	1.17
$γ_{10}$	-0.3536	-4.22

V-Lab

Union Financiere de France BQE SA Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

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