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	param	t-stat
$ω$	1.0208	6.09
$α$	0.1853	3.75
$β$	0.8145	16.47
$γ_{1}$	1.5477	0.22
$γ_{2}$	-4.1229	-0.44
$γ_{3}$	5.7036	0.87
$γ_{4}$	-4.9285	-0.70
$γ_{5}$	2.4155	0.41
$γ_{6}$	-2.9732	-0.66
$γ_{7}$	7.9583	2.02
$γ_{8}$	-13.5524	-3.10
$γ_{9}$	19.1737	2.21

V-Lab

Next Science Limited Spline ILLIQ Liquidity Analysis

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