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	param	t-stat
$ω$	1.2175	7.36
$α$	0.0814	8.47
$β$	0.8696	65.41
$γ_{1}$	-0.3283	-5.21
$γ_{2}$	0.3488	4.02
$γ_{3}$	0.0575	1.03
$γ_{4}$	-0.1498	-1.86

V-Lab

Spectra Energy LLC Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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