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	param	t-stat
$ω$	0.7181	3.35
$α$	0.1625	13.68
$β$	0.8374	70.43
$γ_{1}$	0.1448	1.45
$γ_{2}$	-0.2755	-1.83
$γ_{3}$	0.0134	0.13
$γ_{4}$	0.4791	3.95

V-Lab

Crossroads Systems Inc Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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