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	param	t-stat
$ω$	0.5983	2.24
$α$	0.0000	0.00
$β$	0.9999	97.38
$γ_{1}$	-1.0506	-0.31
$γ_{2}$	3.7817	0.73
$γ_{3}$	-6.6034	-2.12
$γ_{4}$	7.3838	2.75
$γ_{5}$	-6.1175	-2.31
$γ_{6}$	2.9709	1.15
$γ_{7}$	0.8394	0.34
$γ_{8}$	-1.5404	-0.61
$γ_{9}$	0.4319	0.17
$γ_{10}$	1.2097	0.37

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Christine International Holdings Ltd Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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