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{type} for {date}

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	param	t-stat
$ω$	3.3291	3.39
$α$	0.1635	12.19
$β$	0.7975	47.60
$γ_{1}$	-0.2939	-2.61
$γ_{2}$	0.4798	3.36
$γ_{3}$	-0.1953	-3.09
$γ_{4}$	-0.0581	-0.95
$γ_{5}$	0.2184	3.77
$γ_{6}$	-0.1588	-2.37
$γ_{7}$	-0.0479	-0.61
$γ_{8}$	-0.0593	-0.57

V-Lab

Fimalac Spline ILLIQ Liquidity Analysis

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News Impact Curve

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