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	param	t-stat
$ω$	0.4972	3.55
$α$	0.2374	5.42
$β$	0.7270	17.56
$γ_{1}$	-8.3971	-2.55
$γ_{2}$	12.3859	2.25
$γ_{3}$	-5.2860	-1.09
$γ_{4}$	-1.9643	-0.42
$γ_{5}$	9.7454	2.31
$γ_{6}$	-18.1757	-3.43
$γ_{7}$	24.2257	4.10
$γ_{8}$	-32.2428	-4.32

V-Lab

Factual Data Corp Spline ILLIQ Liquidity Analysis

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