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	param	t-stat
$ω$	0.9161	3.73
$α$	0.0529	4.44
$β$	0.8948	35.92
$γ_{1}$	-0.7714	-3.51
$γ_{2}$	0.9348	2.77
$γ_{3}$	-0.2630	-1.15
$γ_{4}$	0.3086	1.65
$γ_{5}$	-0.4703	-2.59
$γ_{6}$	0.6431	3.48
$γ_{7}$	-1.0647	-3.56

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NewMil Bancorp Inc Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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