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	param	t-stat
$ω$	2.9633	3.36
$α$	0.1281	9.11
$β$	0.8582	55.05
$γ_{1}$	0.3301	4.20
$γ_{2}$	-0.5809	-3.91
$γ_{3}$	0.4569	3.11
$γ_{4}$	-0.3226	-2.39
$γ_{5}$	0.2052	2.02
$γ_{6}$	-0.2039	-2.41
$γ_{7}$	0.4756	4.15
$γ_{8}$	-0.9902	-5.35

V-Lab

N Brown Group PLC Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other N Brown Group PLC Analyses