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	param	t-stat
$ω$	5.7711	1.93
$α$	0.1465	7.27
$β$	0.8516	50.55
$γ_{1}$	-1.2565	-1.06
$γ_{2}$	2.2719	1.64
$γ_{3}$	-5.9472	-2.72
$γ_{4}$	13.4093	2.44
$γ_{5}$	-14.5145	-2.28
$γ_{6}$	12.5325	2.35
$γ_{7}$	-12.7561	-2.71
$γ_{8}$	10.0313	1.77
$γ_{9}$	-5.9743	-1.30
$γ_{10}$	3.5311	1.51

V-Lab

Asphere Innovations PCL Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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