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	param	t-stat
$ω$	0.4248	2.78
$α$	0.0559	3.16
$β$	0.7762	8.13
$γ_{1}$	-1.6484	-2.05
$γ_{2}$	2.4220	2.09
$γ_{3}$	-2.3369	-2.53
$γ_{4}$	2.6105	2.92
$γ_{5}$	-1.5701	-2.24
$γ_{6}$	1.1902	2.22
$γ_{7}$	-1.0161	-2.11
$γ_{8}$	0.5575	1.22
$γ_{9}$	1.8341	3.64

V-Lab

PCF Group PLC Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other PCF Group PLC Analyses