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	param	t-stat
$ω$	1.2249	3.62
$α$	0.1283	7.15
$β$	0.8696	46.55
$γ_{1}$	-0.2873	-1.60
$γ_{2}$	0.1611	0.65
$γ_{3}$	0.2187	1.26
$γ_{4}$	0.1002	0.49
$γ_{5}$	-0.6843	-2.60

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Medimmune LLC Spline ILLIQ Liquidity Analysis

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News Impact Curve

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