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	param	t-stat
$ω$	1.9849	4.36
$α$	0.0884	4.24
$β$	0.9093	46.91
$γ_{1}$	-0.3973	-1.52
$γ_{2}$	0.6476	2.06
$γ_{3}$	-0.3846	-2.44
$γ_{4}$	0.3319	1.91
$γ_{5}$	-0.4139	-2.12
$γ_{6}$	0.1037	0.37
$γ_{7}$	0.6603	1.88
$γ_{8}$	-1.5485	-2.95

V-Lab

PRT Co Ltd Spline ILLIQ Liquidity Analysis

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News Impact Curve

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