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	param	t-stat
$ω$	0.9093	0.34
$α$	0.1429	0.10
$β$	0.8571	0.61
$γ_{1}$	-0.9868	-0.01
$γ_{2}$	2.5818	0.01
$γ_{3}$	-0.2825	0.00
$γ_{4}$	-4.3169	-0.12
$γ_{5}$	5.2117	6.67
$γ_{6}$	-4.7532	-4.58
$γ_{7}$	4.4825	4.47
$γ_{8}$	-2.2312	-2.58
$γ_{9}$	0.0879	0.04

V-Lab

Vien Dong Investment Develop Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

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