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	param	t-stat
$ω$	1.1397	2.89
$α$	0.3008	3.99
$β$	0.4538	5.51
$γ_{1}$	0.9505	1.14
$γ_{2}$	-2.8639	-2.04
$γ_{3}$	2.7230	3.20
$γ_{4}$	-0.3374	-0.93
$γ_{5}$	-0.6606	-3.71
$γ_{6}$	0.3646	2.36
$γ_{7}$	-0.8790	-5.34
$γ_{8}$	1.5237	5.48

V-Lab

EMIS Group plc Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other EMIS Group plc Analyses