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	param	t-stat
$ω$	0.1326	4.33
$α$	0.3320	3.36
$β$	0.2670	2.40
$γ_{1}$	2.8387	1.18
$γ_{2}$	-7.7835	-1.73
$γ_{3}$	9.3327	2.66
$γ_{4}$	-8.5176	-3.70
$γ_{5}$	7.6311	4.91
$γ_{6}$	-5.9945	-5.56
$γ_{7}$	2.2095	1.53
$γ_{8}$	1.1912	0.57
$γ_{9}$	2.7404	1.26
$γ_{10}$	-14.9848	-6.94

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Nature Home Holding Co Ltd Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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