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	param	t-stat
$ω$	3.1003	3.27
$α$	0.0194	2.39
$β$	0.9556	40.93
$γ_{1}$	0.0811	0.87
$γ_{2}$	-0.2669	-2.19
$γ_{3}$	0.4505	6.05
$γ_{4}$	-0.4220	-8.27
$γ_{5}$	0.1984	5.55
$γ_{6}$	-0.0496	-1.62
$γ_{7}$	0.0624	2.12
$γ_{8}$	-0.0378	-1.28
$γ_{9}$	-0.1204	-2.74

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