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	param	t-stat
$ω$	1.6629	5.00
$α$	0.1326	11.30
$β$	0.8446	60.09
$γ_{1}$	0.0068	0.11
$γ_{2}$	-0.1778	-1.98
$γ_{3}$	0.4466	6.55
$γ_{4}$	-0.6668	-7.54

V-Lab

Web.com Group Inc Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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