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	param	t-stat
$ω$	2.5489	5.39
$α$	0.1840	17.79
$β$	0.8114	79.53
$γ_{1}$	-0.0718	-4.00
$γ_{2}$	0.1513	5.84
$γ_{3}$	-0.1622	-8.82
$γ_{4}$	0.1734	6.22

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Soshin Electric Co Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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