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	param	t-stat
$ω$	1.7835	2.94
$α$	0.2339	5.16
$β$	0.6772	17.39
$γ_{1}$	4.3932	2.17
$γ_{2}$	-12.9633	-3.78
$γ_{3}$	14.9718	6.05
$γ_{4}$	-7.1681	-4.36
$γ_{5}$	0.4096	0.29
$γ_{6}$	0.1549	0.12
$γ_{7}$	1.1714	0.98
$γ_{8}$	-0.4689	-0.40
$γ_{9}$	-2.7581	-1.28

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Thinkorswim Group Inc Spline ILLIQ Liquidity Analysis

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News Impact Curve

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