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	param	t-stat
$ω$	2.6714	5.29
$α$	0.1160	7.54
$β$	0.7924	29.70
$γ_{1}$	-0.0772	-0.70
$γ_{2}$	0.2238	1.24
$γ_{3}$	-0.4437	-3.16
$γ_{4}$	0.7315	8.87
$γ_{5}$	-0.7683	-10.11
$γ_{6}$	0.5486	6.65
$γ_{7}$	-0.3252	-4.50
$γ_{8}$	0.0953	1.25
$γ_{9}$	0.1364	1.53
$γ_{10}$	-0.5297	-4.75

V-Lab

Schroders PLC Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Schroders PLC Analyses