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	param	t-stat
$ω$	1.8321	2.52
$α$	0.1674	6.73
$β$	0.8189	31.16
$γ_{1}$	0.2107	0.74
$γ_{2}$	-0.1411	-0.33
$γ_{3}$	-0.2441	-0.75
$γ_{4}$	0.2831	0.98
$γ_{5}$	-0.1642	-0.58
$γ_{6}$	0.3619	0.99
$γ_{7}$	-1.6606	-1.81
$γ_{8}$	4.1797	1.75
$γ_{9}$	-4.8331	-1.70
$γ_{10}$	2.2267	1.10

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