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	param	t-stat
$ω$	0.9864	1.57
$α$	0.0990	1.82
$β$	0.7518	19.45
$γ_{1}$	0.9253	1.90
$γ_{2}$	-1.8067	-1.43
$γ_{3}$	0.9949	0.62
$γ_{4}$	0.5290	0.44
$γ_{5}$	-0.8287	-1.10
$γ_{6}$	-0.1334	-0.17
$γ_{7}$	0.2824	0.25
$γ_{8}$	1.3950	1.01
$γ_{9}$	-3.4490	-1.95
$γ_{10}$	7.1695	3.51

V-Lab

600 Group PLC/The Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other 600 Group PLC/The Analyses