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{type} for {date}

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	param	t-stat
$ω$	0.5319	0.00
$α$	0.1568	0.00
$β$	0.8432	0.00
$γ_{1}$	2.0719	0.00
$γ_{2}$	-3.7401	-0.00
$γ_{3}$	3.5340	0.00
$γ_{4}$	-4.7522	-0.00
$γ_{5}$	-0.8023	-0.00
$γ_{6}$	16.8932	0.00
$γ_{7}$	-25.0064	-0.00
$γ_{8}$	13.8770	0.04
$γ_{9}$	0.9462	0.00
$γ_{10}$	-10.7624	-0.00

V-Lab

Wellard Limited Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Wellard Limited Analyses