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	param	t-stat
$ω$	1.6879	2.67
$α$	0.1651	6.44
$β$	0.8170	30.08
$γ_{1}$	0.2311	0.89
$γ_{2}$	-0.1704	-0.43
$γ_{3}$	-0.2335	-0.76
$γ_{4}$	0.2960	1.07
$γ_{5}$	-0.2296	-0.81
$γ_{6}$	0.5179	1.26
$γ_{7}$	-1.5690	-2.09
$γ_{8}$	3.3881	1.97
$γ_{9}$	-3.8954	-1.83
$γ_{10}$	1.8194	1.05

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