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	param	t-stat
$ω$	2.6611	3.79
$α$	0.1981	6.17
$β$	0.7739	24.21
$γ_{1}$	-0.1679	-1.10
$γ_{2}$	0.5077	2.05
$γ_{3}$	-0.4921	-2.79
$γ_{4}$	0.0478	0.23
$γ_{5}$	0.8591	2.40
$γ_{6}$	-4.5177	-3.06

V-Lab

WAM Active Ltd Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other WAM Active Ltd Analyses