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	param	t-stat
$ω$	20.2604	0.00
$α$	0.1426	0.00
$β$	0.8573	0.00
$γ_{1}$	-2.0363	-0.00
$γ_{2}$	3.1077	0.00
$γ_{3}$	-2.5574	-0.00
$γ_{4}$	1.3822	0.00
$γ_{5}$	2.7370	0.00
$γ_{6}$	-5.8841	-0.00
$γ_{7}$	6.0022	0.00
$γ_{8}$	-4.8324	-0.00
$γ_{9}$	4.0961	0.01
$γ_{10}$	-5.5775	-0.01

V-Lab

McKay Securities PLC Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other McKay Securities PLC Analyses