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	param	t-stat
$ω$	3.1210	3.29
$α$	0.0194	2.36
$β$	0.9554	40.31
$γ_{1}$	0.0869	0.93
$γ_{2}$	-0.2769	-2.27
$γ_{3}$	0.4572	6.06
$γ_{4}$	-0.4242	-8.18
$γ_{5}$	0.1971	5.44
$γ_{6}$	-0.0488	-1.58
$γ_{7}$	0.0621	2.11
$γ_{8}$	-0.0347	-1.18
$γ_{9}$	-0.1205	-2.88

V-Lab

Derwent London PLC Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Derwent London PLC Analyses