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	param	t-stat
$ω$	1.0150	3.23
$α$	0.1220	9.02
$β$	0.8774	66.80
$γ_{1}$	-0.1602	-0.38
$γ_{2}$	0.1532	0.31
$γ_{3}$	0.0622	0.49
$γ_{4}$	-0.0663	-0.58
$γ_{5}$	-0.3577	-0.81
$γ_{6}$	1.8680	1.22

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Software AG Spline ILLIQ Liquidity Analysis

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