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	param	t-stat
$ω$	0.1757	5.51
$α$	0.0000	0.00
$β$	0.9678	30.57
$γ_{1}$	-92.0985	-6.96
$γ_{2}$	138.4380	6.62
$γ_{3}$	-77.3093	-4.35
$γ_{4}$	53.5888	2.65
$γ_{5}$	-50.0571	-2.03
$γ_{6}$	50.1810	1.93
$γ_{7}$	-38.4114	-1.62
$γ_{8}$	20.8803	0.96
$γ_{9}$	0.8102	0.04
$γ_{10}$	-50.8127	-1.45

V-Lab

Sun Community Bancorp Ltd Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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