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	param	t-stat
$ω$	2.5996	3.57
$α$	0.1656	4.71
$β$	0.8217	25.48
$γ_{1}$	-1.7479	-1.39
$γ_{2}$	2.3877	0.93
$γ_{3}$	-5.9164	-1.35
$γ_{4}$	14.8406	2.02
$γ_{5}$	-14.0514	-2.30
$γ_{6}$	4.7935	2.31
$γ_{7}$	-0.4488	-0.42
$γ_{8}$	0.4254	0.44
$γ_{9}$	-0.7346	-0.73

V-Lab

Smartspace Software Plc Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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