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{type} for {date}

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	param	t-stat
$ω$	0.7595	2.64
$α$	0.1232	11.43
$β$	0.8731	81.43
$γ_{1}$	-0.3766	-2.01
$γ_{2}$	0.3396	1.22
$γ_{3}$	0.4247	1.93
$γ_{4}$	-0.6478	-2.85
$γ_{5}$	-0.0428	-0.26
$γ_{6}$	0.7317	4.65
$γ_{7}$	-1.0423	-3.27

V-Lab

Reis Inc Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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