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{type} for {date}

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	param	t-stat
$ω$	1.7049	0.00
$α$	0.2599	0.00
$β$	0.7401	0.00
$γ_{1}$	-0.6369	-0.00
$γ_{2}$	1.1584	0.00
$γ_{3}$	-1.0988	-0.05
$γ_{4}$	-1.4379	-0.01
$γ_{5}$	4.1426	0.00
$γ_{6}$	0.7801	0.00
$γ_{7}$	-17.3391	-0.00
$γ_{8}$	32.0269	0.00
$γ_{9}$	-16.6812	-0.00

V-Lab

Pierrel Spline ILLIQ Liquidity Analysis

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News Impact Curve

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