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	param	t-stat
$ω$	0.9135	1.76
$α$	0.1600	8.28
$β$	0.8361	49.53
$γ_{1}$	-0.5200	-2.28
$γ_{2}$	0.5263	1.93
$γ_{3}$	-0.0599	-0.34
$γ_{4}$	0.2044	0.83
$γ_{5}$	-0.2094	-0.99
$γ_{6}$	0.0930	0.63
$γ_{7}$	-0.0600	-0.51
$γ_{8}$	0.0782	0.79
$γ_{9}$	-0.0299	-0.31
$γ_{10}$	-0.3504	-2.38

V-Lab

Vector Group Ltd Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Vector Group Ltd Analyses