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{type} for {date}

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	param	t-stat
$ω$	0.9066	3.27
$α$	0.3280	2.75
$β$	0.4517	3.58
$γ_{1}$	0.3290	0.68
$γ_{2}$	-2.2514	-3.26
$γ_{3}$	3.3822	12.23
$γ_{4}$	-1.7601	-5.38
$γ_{5}$	0.6612	1.75
$γ_{6}$	-0.0689	-0.15

V-Lab

Victoria Park AB Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Victoria Park AB Analyses