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	param	t-stat
$ω$	1.5596	3.11
$α$	0.1013	5.85
$β$	0.8357	26.95
$γ_{1}$	-2.7944	-4.56
$γ_{2}$	4.5247	5.22
$γ_{3}$	-2.1077	-4.14
$γ_{4}$	0.4049	0.84
$γ_{5}$	-0.6123	-1.52
$γ_{6}$	1.1714	3.10
$γ_{7}$	-0.5571	-1.44
$γ_{8}$	-1.1641	-2.14

V-Lab

Morgan Keegan Inc Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

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