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	param	t-stat
$ω$	0.5063	4.58
$α$	0.3149	3.10
$β$	0.4855	4.35
$γ_{1}$	12.2956	0.86
$γ_{2}$	-31.7985	-1.31
$γ_{3}$	28.4145	1.76
$γ_{4}$	-29.2400	-1.97

V-Lab

OneMarket Limited Spline ILLIQ Liquidity Analysis

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News Impact Curve

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