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	param	t-stat
$ω$	3.3532	1.35
$α$	0.1700	6.07
$β$	0.8234	31.18
$γ_{1}$	0.7330	1.69
$γ_{2}$	-1.5434	-2.75
$γ_{3}$	1.8906	3.32
$γ_{4}$	-1.7355	-1.90
$γ_{5}$	0.7547	0.82
$γ_{6}$	-0.2314	-0.38
$γ_{7}$	-0.0239	-0.06
$γ_{8}$	0.8479	2.57
$γ_{9}$	-1.6067	-5.24
$γ_{10}$	1.6094	2.16

V-Lab

Aitken Spence Plc Spline ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Aitken Spence Plc Analyses