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	param	t-stat
$ω$	1.0913	3.81
$α$	0.1120	16.38
$β$	0.8843	127.29
$γ_{1}$	-0.0113	-0.34
$γ_{2}$	0.0413	0.86
$γ_{3}$	-0.0748	-2.03
$γ_{4}$	0.0877	1.77

V-Lab

E*TRADE Financial Corp Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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