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	param	t-stat
$ω$	1.2919	2.45
$α$	0.1336	4.37
$β$	0.7817	14.71
$γ_{1}$	-2.9482	-2.03
$γ_{2}$	5.8598	2.84
$γ_{3}$	-7.0365	-5.58
$γ_{4}$	8.2203	8.83
$γ_{5}$	-6.1411	-7.27
$γ_{6}$	3.3562	3.73
$γ_{7}$	-3.4331	-3.04
$γ_{8}$	4.3077	3.64
$γ_{9}$	-3.1524	-2.94
$γ_{10}$	2.0373	1.24

V-Lab

Digital Magics Spa Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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