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	param	t-stat
$ω$	3.8374	6.28
$α$	0.0990	8.26
$β$	0.8611	38.75
$γ_{1}$	0.0227	3.59
$γ_{2}$	-0.0352	-3.92
$γ_{3}$	0.0374	6.05

V-Lab

Warehouses De Pauw CVA Spline ILLIQ Liquidity Analysis

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Warehouses De Pauw CVA Analyses