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	param	t-stat
$ω$	0.8022	4.24
$α$	0.2074	5.16
$β$	0.7924	19.70
$γ_{1}$	-2.3526	-1.04
$γ_{2}$	8.0212	1.74
$γ_{3}$	-10.8771	-2.15
$γ_{4}$	10.7672	2.59
$γ_{5}$	-17.1069	-5.25
$γ_{6}$	22.5341	7.63
$γ_{7}$	-11.3993	-2.66
$γ_{8}$	-1.5171	-0.32

V-Lab

Duong Hieu Trading And Minin Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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