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	param	t-stat
$ω$	0.3720	1.65
$α$	0.1234	5.53
$β$	0.8486	28.74
$γ_{1}$	-19.4849	-2.81
$γ_{2}$	25.4520	2.51
$γ_{3}$	-6.8874	-1.41
$γ_{4}$	2.1723	0.67
$γ_{5}$	-0.9498	-0.35
$γ_{6}$	-0.4239	-0.19
$γ_{7}$	1.5782	0.62
$γ_{8}$	-6.6605	-2.23
$γ_{9}$	8.1037	1.85
$γ_{10}$	1.7144	0.27

V-Lab

Sanne Group plc Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Sanne Group plc Analyses