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	param	t-stat
$ω$	1.1430	3.20
$α$	0.1414	8.35
$β$	0.8348	45.60
$γ_{1}$	0.6751	1.81
$γ_{2}$	-1.2054	-2.00
$γ_{3}$	0.6523	1.44
$γ_{4}$	-0.0699	-0.17
$γ_{5}$	-0.8121	-2.44
$γ_{6}$	1.7563	6.00
$γ_{7}$	-1.5261	-4.42

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Norbord Inc Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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