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	param	t-stat
$ω$	2.0405	2.65
$α$	0.1299	6.07
$β$	0.8664	41.06
$γ_{1}$	-0.0563	-0.34
$γ_{2}$	0.0882	0.36
$γ_{3}$	-0.1010	-0.56
$γ_{4}$	0.4988	1.92
$γ_{5}$	-1.6454	-2.71
$γ_{6}$	2.6415	2.66
$γ_{7}$	-2.0681	-2.53
$γ_{8}$	0.7389	2.52
$γ_{9}$	-0.0677	-0.38

V-Lab

Ricardo plc Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Ricardo plc Analyses