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	param	t-stat
$ω$	1.2851	5.10
$α$	0.1205	8.33
$β$	0.8287	36.66
$γ_{1}$	-1.2439	-5.97
$γ_{2}$	1.6076	4.86
$γ_{3}$	-0.3038	-1.43
$γ_{4}$	-0.1170	-0.72
$γ_{5}$	0.2998	2.13
$γ_{6}$	-0.4400	-3.83
$γ_{7}$	0.3189	2.65
$γ_{8}$	-0.2129	-1.64
$γ_{9}$	0.0415	0.31
$γ_{10}$	-0.0813	-0.40

V-Lab

NEX Group PLC Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other NEX Group PLC Analyses