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	param	t-stat
$ω$	2.1389	4.64
$α$	0.1143	10.14
$β$	0.8569	58.15
$γ_{1}$	-0.2449	-2.99
$γ_{2}$	0.3468	2.76
$γ_{3}$	-0.2042	-2.50
$γ_{4}$	0.2011	3.05
$γ_{5}$	-0.0767	-1.26
$γ_{6}$	-0.1392	-2.58
$γ_{7}$	0.2970	5.61
$γ_{8}$	-0.4501	-5.69

V-Lab

Protective Insurance Corp Spline ILLIQ Liquidity Analysis

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News Impact Curve

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