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	param	t-stat
$ω$	3.1587	3.32
$α$	0.0195	2.34
$β$	0.9550	39.53
$γ_{1}$	0.0981	1.05
$γ_{2}$	-0.2962	-2.41
$γ_{3}$	0.4702	6.06
$γ_{4}$	-0.4280	-7.95
$γ_{5}$	0.1936	5.18
$γ_{6}$	-0.0471	-1.49
$γ_{7}$	0.0620	2.08
$γ_{8}$	-0.0304	-1.03
$γ_{9}$	-0.1127	-2.67

V-Lab

Derwent London PLC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, January 12th, 2026:2,650.16 (-16.90)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Derwent London PLC Analyses