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{type} for {date}

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	param	t-stat
$ω$	1.1521	2.95
$α$	0.1468	4.01
$β$	0.7059	10.28
$γ_{1}$	0.9278	1.86
$γ_{2}$	-2.4310	-3.44
$γ_{3}$	2.6602	7.67
$γ_{4}$	-1.2683	-5.84
$γ_{5}$	0.3849	2.10
$γ_{6}$	-0.5291	-2.86
$γ_{7}$	0.4493	1.14

V-Lab

Versarien PLC Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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