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	param	t-stat
$ω$	0.9552	6.58
$α$	0.1838	16.05
$β$	0.8155	71.59
$γ_{1}$	-0.2531	-3.56
$γ_{2}$	0.4080	4.19
$γ_{3}$	-0.3194	-6.28
$γ_{4}$	0.2282	3.75

V-Lab

Devoteam SA Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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