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{type} for {date}

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	param	t-stat
$ω$	0.5698	1.13
$α$	0.1349	5.42
$β$	0.8565	30.26
$γ_{1}$	1.5086	4.66
$γ_{2}$	-2.8736	-4.20
$γ_{3}$	2.8985	4.01
$γ_{4}$	-2.3395	-3.50
$γ_{5}$	3.2677	4.06

V-Lab

Alterra Limited Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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