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	param	t-stat
$ω$	1.4518	2.56
$α$	0.0848	2.30
$β$	0.7448	8.25
$γ_{1}$	-7.9813	-2.11
$γ_{2}$	11.5693	2.25
$γ_{3}$	-3.2459	-1.14
$γ_{4}$	1.2152	0.41

V-Lab

Paragon Commercial Corp Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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