> LOADING_IMPACT_DATA...
> LEGEND
5MIN_AVG: Average absolute return 5 minutes after event
60MIN_AVG: Average absolute return 60 minutes after event
1DAY_AVG: Average absolute return 1 day after event
VOL_SPIKE: Volatility increase multiplier vs normal
MAX_EXCURSION: Largest intraday move from event
SIG_MOVE%: % of events causing significant price move