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	param	t-stat
$ω$	1.8922	3.39
$α$	0.1129	5.48
$β$	0.8473	31.42
$γ_{1}$	0.4833	3.11
$γ_{2}$	-0.8684	-4.09
$γ_{3}$	0.5088	3.18
$γ_{4}$	-0.1886	-0.73

V-Lab

Citizens First Corp Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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