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	param	t-stat
$ω$	0.3664	0.45
$α$	0.1733	0.37
$β$	0.8266	1.77
$γ_{1}$	-0.6483	-0.18
$γ_{2}$	-0.2106	-0.04
$γ_{3}$	6.1146	0.74
$γ_{4}$	-9.3764	-0.65
$γ_{5}$	4.6827	0.67
$γ_{6}$	-0.6986	-0.54
$γ_{7}$	0.4429	0.50
$γ_{8}$	-2.0554	-2.05
$γ_{9}$	3.1277	2.74
$γ_{10}$	1.5408	0.56

V-Lab

Drozapol-Profil Sa Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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