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	param	t-stat
$ω$	1.1227	4.12
$α$	0.1009	8.56
$β$	0.8440	44.64
$γ_{1}$	-0.2702	-1.50
$γ_{2}$	0.3418	1.39
$γ_{3}$	-0.1434	-0.92
$γ_{4}$	0.2124	1.40
$γ_{5}$	-0.3270	-2.19
$γ_{6}$	0.2550	1.59
$γ_{7}$	-0.3730	-2.37
$γ_{8}$	1.1468	9.26
$γ_{9}$	-2.5228	-15.42

V-Lab

Nymagic Inc Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

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