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	param	t-stat
$ω$	2.7010	5.86
$α$	0.0977	4.68
$β$	0.8937	45.16
$γ_{1}$	-0.0350	-2.36
$γ_{2}$	0.0612	2.62
$γ_{3}$	-0.0352	-1.86
$γ_{4}$	0.0323	1.37

V-Lab

Barloworld Ltd Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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