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{type} for {date}

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	param	t-stat
$ω$	1.4585	4.71
$α$	0.0779	5.88
$β$	0.9095	58.32
$γ_{1}$	0.1514	1.36
$γ_{2}$	-0.0512	-0.28
$γ_{3}$	-0.4422	-2.81
$γ_{4}$	0.8041	5.45
$γ_{5}$	-0.6659	-4.16
$γ_{6}$	-0.0110	-0.06
$γ_{7}$	0.5122	2.27
$γ_{8}$	-0.3263	-1.13
$γ_{9}$	0.4172	1.47

V-Lab

PCAS Spline ILLIQ Liquidity Analysis

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News Impact Curve

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