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	param	t-stat
$ω$	2.7351	3.67
$α$	0.1995	6.22
$β$	0.7745	24.49
$γ_{1}$	-0.1712	-1.12
$γ_{2}$	0.5146	2.07
$γ_{3}$	-0.5038	-2.86
$γ_{4}$	0.0704	0.34
$γ_{5}$	0.8316	2.36
$γ_{6}$	-4.7098	-3.00

V-Lab

WAM Active Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other WAM Active Ltd Analyses