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	param	t-stat
$ω$	3.0791	3.25
$α$	0.0194	2.41
$β$	0.9558	41.60
$γ_{1}$	0.0753	0.80
$γ_{2}$	-0.2569	-2.11
$γ_{3}$	0.4437	6.02
$γ_{4}$	-0.4193	-8.34
$γ_{5}$	0.1991	5.64
$γ_{6}$	-0.0494	-1.63
$γ_{7}$	0.0608	2.08
$γ_{8}$	-0.0367	-1.25
$γ_{9}$	-0.1361	-3.16

V-Lab

Derwent London PLC Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Derwent London PLC Analyses