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	param	t-stat
$ω$	0.4011	1.82
$α$	0.0775	2.83
$β$	0.8517	13.32
$γ_{1}$	2.5278	0.93
$γ_{2}$	-5.5143	-1.33
$γ_{3}$	5.5909	2.20
$γ_{4}$	-4.9782	-2.29
$γ_{5}$	5.0205	1.75
$γ_{6}$	-4.0892	-1.65
$γ_{7}$	1.8095	1.11
$γ_{8}$	1.3059	0.71
$γ_{9}$	-3.7523	-1.50
$γ_{10}$	3.2348	0.69

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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