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{type} for {date}

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	param	t-stat
$ω$	2.5457	4.05
$α$	0.0525	4.88
$β$	0.9174	55.68
$γ_{1}$	0.0513	0.22
$γ_{2}$	0.1464	0.40
$γ_{3}$	-0.2448	-0.87
$γ_{4}$	-0.3105	-0.98
$γ_{5}$	0.5999	1.75
$γ_{6}$	0.1539	0.45
$γ_{7}$	-0.9005	-2.43
$γ_{8}$	0.8638	2.13
$γ_{9}$	-0.8955	-2.52
$γ_{10}$	0.7013	2.03

V-Lab

SRG Ltd Spline ILLIQ Liquidity Analysis

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News Impact Curve

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