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{type} for {date}

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	param	t-stat
$ω$	2.6359	3.14
$α$	0.1663	4.71
$β$	0.8312	24.53
$γ_{1}$	-0.4568	-0.55
$γ_{2}$	-2.4939	-1.27
$γ_{3}$	10.4686	2.10
$γ_{4}$	-11.8808	-2.28
$γ_{5}$	4.4171	2.15
$γ_{6}$	0.8472	2.45
$γ_{7}$	-3.1440	-6.61
$γ_{8}$	7.5104	9.06

V-Lab

Q-Free AS Spline ILLIQ Liquidity Analysis

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News Impact Curve

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