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	param	t-stat
$ω$	2.2697	2.62
$α$	0.1803	6.58
$β$	0.8110	30.67
$γ_{1}$	0.2396	0.94
$γ_{2}$	-0.2848	-0.77
$γ_{3}$	0.0259	0.10
$γ_{4}$	-0.0588	-0.22
$γ_{5}$	0.4292	1.22
$γ_{6}$	-2.1385	-1.73
$γ_{7}$	5.3456	1.69
$γ_{8}$	-5.7536	-1.66
$γ_{9}$	2.2156	1.14

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