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	param	t-stat
$ω$	1.9106	2.48
$α$	0.1717	6.79
$β$	0.8159	31.43
$γ_{1}$	0.2027	0.69
$γ_{2}$	-0.1286	-0.29
$γ_{3}$	-0.2507	-0.76
$γ_{4}$	0.2848	0.98
$γ_{5}$	-0.1600	-0.56
$γ_{6}$	0.3465	0.97
$γ_{7}$	-1.8078	-1.71
$γ_{8}$	4.6836	1.67
$γ_{9}$	-5.3462	-1.64
$γ_{10}$	2.3855	1.11

V-Lab

NAOS Small Cap Opportunities C Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other NAOS Small Cap Opportunities C Analyses