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	param	t-stat
$m$	126
$α$	0.0971	12.46
$β$	0.8869	304.88
$γ$	-0.0971	-5.75
$λ_{1}$	0.0139	108.41
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9980	799.03

V-Lab

DIRECTV ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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