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	param	t-stat
$ω$	0.2315	0.88
$α$	0.2099	11.28
$β$	0.7863	46.19
$γ_{1}$	0.2833	0.74
$γ_{2}$	-0.8075	-1.31
$γ_{3}$	0.9351	1.70
$γ_{4}$	-0.3269	-0.72
$γ_{5}$	-0.2427	-0.56
$γ_{6}$	0.1076	0.25
$γ_{7}$	-0.1458	-0.34
$γ_{8}$	0.5889	1.01
$γ_{9}$	-1.2364	-1.72
$γ_{10}$	3.2494	3.69

V-Lab

Determine Inc Spline ILLIQ Liquidity Analysis

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News Impact Curve

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