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	param	t-stat
$m$	96
$α$	0.2196	0.02
$β$	0.7489	5.66
$γ$	-0.2196	-0.01
$λ_{1}$	10.0000	0.02
$λ_{2}$	0.0103	0.02
$λ_{3}$	0.9859	8.18

V-Lab

Wheelock & Co Ltd ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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