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	param	t-stat
$ω$	1.0556	3.42
$α$	0.1770	3.57
$β$	0.8229	16.55
$γ_{1}$	-0.2430	-0.47
$γ_{2}$	-0.9913	-0.62
$γ_{3}$	3.0248	0.92
$γ_{4}$	-1.7982	-0.58
$γ_{5}$	-1.2363	-1.09
$γ_{6}$	2.3640	5.44
$γ_{7}$	-2.2194	-9.28
$γ_{8}$	2.1151	6.37

V-Lab

BSQUARE Corp Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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