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	param	t-stat
$ω$	0.8609	0.24
$α$	0.1396	0.01
$β$	0.8604	0.04
$γ_{1}$	-1.0989	-0.01
$γ_{2}$	0.1904	0.00
$γ_{3}$	2.7287	0.08
$γ_{4}$	-3.2277	-0.05
$γ_{5}$	1.8901	0.03
$γ_{6}$	-0.5646	-0.01
$γ_{7}$	0.3143	0.01
$γ_{8}$	-0.5849	-0.02
$γ_{9}$	0.8296	0.32

V-Lab

Freund Corp Spline ILLIQ Liquidity Analysis

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News Impact Curve

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