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	param	t-stat
$ω$	0.8094	0.09
$α$	0.2725	0.00
$β$	0.7275	0.01
$γ_{1}$	-1.2900	-0.01
$γ_{2}$	2.8254	0.01
$γ_{3}$	-2.5302	-0.01
$γ_{4}$	1.2024	0.01
$γ_{5}$	-0.1838	-0.01
$γ_{6}$	0.0733	0.00

V-Lab

Dr Peng Telecom & Media Group Co Ltd Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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