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	param	t-stat
$ω$	3.8803	1.85
$α$	0.3692	6.44
$β$	0.6306	11.00
$γ_{1}$	-2.4066	-2.40
$γ_{2}$	3.3453	2.28
$γ_{3}$	-1.3321	-1.86
$γ_{4}$	0.5406	1.33
$γ_{5}$	0.0942	0.22
$γ_{6}$	-1.0969	-2.79
$γ_{7}$	2.4307	6.34
$γ_{8}$	-2.7821	-4.28
$γ_{9}$	1.3946	1.25

V-Lab

Edf Spline ILLIQ Liquidity Analysis

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