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	param	t-stat
$ω$	0.2624	2.52
$α$	0.3088	3.71
$β$	0.5935	8.65
$γ_{1}$	1.5194	0.18
$γ_{2}$	-3.9451	-0.29
$γ_{3}$	8.1266	0.68
$γ_{4}$	2.9365	0.23
$γ_{5}$	-47.3936	-3.04
$γ_{6}$	75.7870	4.78
$γ_{7}$	-41.2596	-2.96
$γ_{8}$	3.9328	0.25
$γ_{9}$	-13.2608	-0.53
$γ_{10}$	23.0137	0.63

V-Lab

Tomizone Limited Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

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