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	param	t-stat
$ω$	1.0780	0.42
$α$	0.1656	0.06
$β$	0.8343	0.32
$γ_{1}$	-2.3563	-0.01
$γ_{2}$	4.8318	0.01
$γ_{3}$	1.1662	0.01
$γ_{4}$	-7.6682	-0.08
$γ_{5}$	3.9530	0.05
$γ_{6}$	1.4198	0.08
$γ_{7}$	-5.0630	-0.85
$γ_{8}$	8.2082	5.02
$γ_{9}$	-6.3259	-1.77
$γ_{10}$	2.2361	0.37

V-Lab

Vien Dong Investment Develop Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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