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	param	t-stat
$ω$	2.9186	3.56
$α$	0.1436	3.08
$β$	0.6124	7.84
$γ_{1}$	-0.0164	-0.10
$γ_{2}$	0.2228	0.98
$γ_{3}$	-0.4275	-2.36
$γ_{4}$	0.2154	1.58
$γ_{5}$	0.2109	2.29
$γ_{6}$	-0.2112	-2.25
$γ_{7}$	-0.1765	-1.27
$γ_{8}$	0.2774	1.43
$γ_{9}$	-0.1689	-0.76

V-Lab

Michael Hill New Zealand Ltd Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Michael Hill New Zealand Ltd Analyses