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	param	t-stat
$ω$	0.9321	3.23
$α$	0.1337	4.89
$β$	0.7757	18.56
$γ_{1}$	2.3450	1.76
$γ_{2}$	-4.9396	-2.68
$γ_{3}$	1.0796	1.08
$γ_{4}$	5.5168	5.88
$γ_{5}$	-4.8123	-4.18
$γ_{6}$	-1.6631	-0.95
$γ_{7}$	5.9805	2.86
$γ_{8}$	-7.1856	-3.95
$γ_{9}$	8.7771	4.36
$γ_{10}$	-9.5578	-2.27

V-Lab

Corp Lindley SA Spline ILLIQ Liquidity Analysis

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News Impact Curve

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