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	param	t-stat
$ω$	0.4530	4,529,970.00
$α$	0.1149	1,149,100.00
$β$	0.8851	8,850,890.00
$γ_{1}$	-1.3185	-13,184,930.00
$γ_{2}$	1.4697	14,696,580.00
$γ_{3}$	-0.0472	-471,760.00
$γ_{4}$	-0.1021	-1,021,490.00

V-Lab

Mercury Interactive LLC Spline ILLIQ Liquidity Analysis

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News Impact Curve

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