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	param	t-stat
$ω$	3.6243	0.91
$α$	0.0000	0.00
$β$	0.9441	2.04
$γ_{1}$	8.1451	1.43
$γ_{2}$	-11.5447	-1.56
$γ_{3}$	6.9113	2.10
$γ_{4}$	-4.6646	-2.21
$γ_{5}$	2.2220	1.00
$γ_{6}$	-3.0423	-0.93
$γ_{7}$	3.1374	0.59
$γ_{8}$	-2.9860	-0.56
$γ_{9}$	9.3599	2.21
$γ_{10}$	-19.6512	-2.56

V-Lab

City of London Group PLC Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other City of London Group PLC Analyses