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	param	t-stat
$ω$	1.7993	5.09
$α$	0.0857	6.45
$β$	0.8810	45.10
$γ_{1}$	-0.0068	-0.07
$γ_{2}$	-0.2585	-1.63
$γ_{3}$	0.6965	5.65
$γ_{4}$	-0.8787	-5.83

V-Lab

Zmh Hammerman Ltd Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Zmh Hammerman Ltd Analyses