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	param	t-stat
$ω$	0.5775	1.84
$α$	0.4171	2.50
$β$	0.0000	0.00
$γ_{1}$	27.6014	0.75
$γ_{2}$	2.6342	0.05
$γ_{3}$	-84.1939	-1.41
$γ_{4}$	166.8873	2.33

V-Lab

ALT Inc Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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