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	param	t-stat
$ω$	0.3927	1.82
$α$	0.0774	2.85
$β$	0.8507	13.40
$γ_{1}$	2.4338	0.91
$γ_{2}$	-5.3275	-1.31
$γ_{3}$	5.4005	2.16
$γ_{4}$	-4.7880	-2.29
$γ_{5}$	4.8670	1.74
$γ_{6}$	-4.0274	-1.63
$γ_{7}$	1.8602	1.13
$γ_{8}$	1.2231	0.70
$γ_{9}$	-3.8214	-1.65
$γ_{10}$	3.5523	0.87

V-Lab

Katana Capital Ltd/Fund Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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