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	param	t-stat
$ω$	1.2360	3.64
$α$	0.0736	5.04
$β$	0.9128	41.25
$γ_{1}$	-0.1861	-2.89
$γ_{2}$	0.3896	4.11
$γ_{3}$	-0.3783	-6.69
$γ_{4}$	0.2156	4.26
$γ_{5}$	-0.0238	-0.46
$γ_{6}$	-0.0394	-0.75

V-Lab

Clarkson PLC Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Clarkson PLC Analyses