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	param	t-stat
$ω$	0.3638	1.73
$α$	0.1995	5.44
$β$	0.7858	26.66
$γ_{1}$	-0.6473	-4.47
$γ_{2}$	0.2419	0.97
$γ_{3}$	1.1208	3.98
$γ_{4}$	-1.6498	-3.54

V-Lab

MSB Financial Corp/MD Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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