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	param	t-stat
$ω$	1.9531	3.75
$α$	0.0894	7.67
$β$	0.9068	87.02
$γ_{1}$	-1.1248	-1.36
$γ_{2}$	3.4385	2.24
$γ_{3}$	-4.2593	-3.78
$γ_{4}$	3.3676	5.72
$γ_{5}$	-1.8461	-3.13
$γ_{6}$	0.1649	0.31
$γ_{7}$	-0.1417	-0.29
$γ_{8}$	1.1078	2.35
$γ_{9}$	-1.1134	-2.25

V-Lab

Techniche Ltd. Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

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