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{type} for {date}

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	param	t-stat
$ω$	1.1585	3.72
$α$	0.3436	4.09
$β$	0.6514	7.62
$γ_{1}$	-5.9373	-0.63
$γ_{2}$	4.5297	0.36
$γ_{3}$	6.8282	0.91
$γ_{4}$	-13.5061	-1.34
$γ_{5}$	18.3137	1.95
$γ_{6}$	-30.6724	-2.95
$γ_{7}$	56.6063	3.47
$γ_{8}$	-110.0392	-2.86
$γ_{9}$	192.5289	2.97

V-Lab

Sensera Limited Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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