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	param	t-stat
$ω$	1.5076	3.83
$α$	0.1800	12.04
$β$	0.8149	54.00
$γ_{1}$	-0.2901	-6.98
$γ_{2}$	0.4643	7.93
$γ_{3}$	-0.4038	-9.85
$γ_{4}$	0.5283	10.96
$γ_{5}$	-0.5437	-7.68

V-Lab

Seiko Pmc Corp Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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