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	param	t-stat
$ω$	0.4586	0.54
$α$	0.0000	0.00
$β$	0.9503	5.27
$γ_{1}$	-0.5508	-0.08
$γ_{2}$	-0.5257	-0.07
$γ_{3}$	1.2386	0.45
$γ_{4}$	-0.0088	-0.00
$γ_{5}$	-0.2849	-0.14
$γ_{6}$	1.1786	0.78
$γ_{7}$	-2.7110	-1.94
$γ_{8}$	8.0242	5.26
$γ_{9}$	-17.0583	-5.91
$γ_{10}$	9.6741	2.13

V-Lab

QANTM Intellectual Property Limited Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

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