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	param	t-stat
$ω$	0.6585	1.55
$α$	0.0794	3.24
$β$	0.8647	18.68
$γ_{1}$	-3.4503	-3.71
$γ_{2}$	5.5018	4.43
$γ_{3}$	-3.1733	-5.19
$γ_{4}$	1.4650	2.71
$γ_{5}$	-0.2811	-0.53
$γ_{6}$	-0.2025	-0.41
$γ_{7}$	0.4690	1.35
$γ_{8}$	-0.0862	-0.28
$γ_{9}$	-0.5728	-0.63

V-Lab

Totally PLC Spline ILLIQ Liquidity Analysis

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