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	param	t-stat
$ω$	0.6202	0.84
$α$	0.1334	0.01
$β$	0.8666	0.07
$γ_{1}$	-1.8351	-0.03
$γ_{2}$	2.5402	0.03
$γ_{3}$	-1.0866	-0.03
$γ_{4}$	1.0041	0.11
$γ_{5}$	-1.8180	-0.08
$γ_{6}$	2.3048	0.05
$γ_{7}$	-1.4471	-0.06
$γ_{8}$	-0.0907	-0.00

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Top Image Systems Ltd Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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