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	param	t-stat
$ω$	1.2073	1.82
$α$	0.1511	7.08
$β$	0.8188	41.77
$γ_{1}$	-0.7301	-7.44
$γ_{2}$	1.2491	9.46
$γ_{3}$	-0.8502	-8.12
$γ_{4}$	0.8966	5.86

V-Lab

Redflow Ltd Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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