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	param	t-stat
$ω$	2.5090	4.49
$α$	0.1557	4.60
$β$	0.7639	24.80
$γ_{1}$	-0.1459	-2.73
$γ_{2}$	0.2664	3.36
$γ_{3}$	-0.1979	-5.00
$γ_{4}$	0.1517	6.64
$γ_{5}$	-0.0705	-2.72

V-Lab

Shaftesbury PLC Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Shaftesbury PLC Analyses