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	param	t-stat
$ω$	1.6733	4.66
$α$	0.2376	14.88
$β$	0.7593	47.28
$γ_{1}$	0.0756	1.13
$γ_{2}$	-0.3375	-2.59
$γ_{3}$	0.5567	3.80
$γ_{4}$	-0.2852	-2.11

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Staco Link Co Ltd Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

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