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	param	t-stat
$ω$	0.3987	3.08
$α$	0.1346	4.01
$β$	0.8249	22.72
$γ_{1}$	-0.9654	-2.43
$γ_{2}$	1.4916	2.08
$γ_{3}$	-1.3061	-1.77
$γ_{4}$	1.5419	2.33
$γ_{5}$	-1.5494	-3.13
$γ_{6}$	1.1135	2.64
$γ_{7}$	-0.2641	-0.72
$γ_{8}$	0.1868	0.62
$γ_{9}$	-0.7127	-2.27
$γ_{10}$	1.1051	2.79

V-Lab

Fidelity Japan Trust PLC Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Fidelity Japan Trust PLC Analyses