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	param	t-stat
$ω$	1.1765	4.80
$α$	0.2196	8.24
$β$	0.7461	25.16
$γ_{1}$	-0.4282	-1.59
$γ_{2}$	0.3827	0.89
$γ_{3}$	-0.4589	-1.15

V-Lab

Mr. Green & Co AB Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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Other Mr. Green & Co AB Analyses