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	param	t-stat
$ω$	1.6133	2.72
$α$	0.0581	6.20
$β$	0.9410	113.99
$γ_{1}$	-0.0029	-0.02
$γ_{2}$	-0.1100	-0.62
$γ_{3}$	0.1995	2.75
$γ_{4}$	-0.0937	-1.29
$γ_{5}$	0.0319	0.41
$γ_{6}$	-0.1792	-1.85

V-Lab

NCBA Group Plc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other NCBA Group Plc Analyses