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	param	t-stat
$ω$	1.4983	2.82
$α$	0.2777	3.90
$β$	0.5340	6.17
$γ_{1}$	-0.0130	-0.03
$γ_{2}$	-1.3959	-2.25
$γ_{3}$	2.8933	8.06
$γ_{4}$	-1.8340	-4.54
$γ_{5}$	-1.3896	-2.42

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Sound Federal Bancorp Inc Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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