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	param	t-stat
$ω$	1.1490	0.90
$α$	0.3414	3.36
$β$	0.6521	7.18
$γ_{1}$	-1.6975	-2.85
$γ_{2}$	1.7609	1.95
$γ_{3}$	0.3456	0.72
$γ_{4}$	-0.3083	-0.71
$γ_{5}$	-0.7496	-1.23
$γ_{6}$	0.8764	1.66
$γ_{7}$	0.1829	0.58
$γ_{8}$	-0.7405	-2.65
$γ_{9}$	0.4693	0.78

V-Lab

Montanaro European Smaller Cos Trust PLC Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

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