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	param	t-stat
$ω$	1.9987	1.83
$α$	0.3553	5.39
$β$	0.6437	9.78
$γ_{1}$	-0.1608	-0.75
$γ_{2}$	-0.6904	-1.80
$γ_{3}$	1.4761	3.98
$γ_{4}$	-0.2321	-0.75
$γ_{5}$	-1.5177	-2.95

V-Lab

Sopheon Ltd Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

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