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{type} for {date}

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	param	t-stat
$ω$	0.6300	0.98
$α$	0.4749	3.59
$β$	0.4973	4.58
$γ_{1}$	2.2397	0.54
$γ_{2}$	-2.7246	-0.45
$γ_{3}$	-0.5330	-0.13
$γ_{4}$	-5.2257	-1.03
$γ_{5}$	17.1161	2.64
$γ_{6}$	-20.3825	-2.46
$γ_{7}$	17.5249	2.03
$γ_{8}$	-14.0899	-1.91
$γ_{9}$	13.0683	1.51
$γ_{10}$	-15.0208	-1.24

V-Lab

MOQ Ltd Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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