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	param	t-stat
$ω$	1.1810	0.63
$α$	0.2223	0.06
$β$	0.7777	0.22
$γ_{1}$	-0.8655	-0.03
$γ_{2}$	-0.5269	-0.02
$γ_{3}$	3.5519	0.34
$γ_{4}$	-3.5394	-0.64
$γ_{5}$	2.0664	6.16
$γ_{6}$	-1.1231	-0.68
$γ_{7}$	0.8960	2.31
$γ_{8}$	-0.7618	-0.69
$γ_{9}$	0.1859	0.08
$γ_{10}$	0.6683	0.21

V-Lab

Trf Ltd Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Trf Ltd Analyses