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	param	t-stat
$ω$	3.4680	1.40
$α$	0.1730	6.28
$β$	0.8209	29.95
$γ_{1}$	0.7401	1.69
$γ_{2}$	-1.5589	-2.74
$γ_{3}$	1.8963	3.21
$γ_{4}$	-1.7154	-1.85
$γ_{5}$	0.7311	0.80
$γ_{6}$	-0.2247	-0.39
$γ_{7}$	-0.0462	-0.12
$γ_{8}$	0.8857	2.67
$γ_{9}$	-1.5578	-4.13
$γ_{10}$	1.2669	1.41

V-Lab

Aitken Spence Plc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Aitken Spence Plc Analyses