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	param	t-stat
$m$	126
$α$	0.0700	22.22
$β$	0.9226	370.22
$γ$	-0.0700	-6.91
$λ_{1}$	0.0379	48.39
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9987	1,954.45

V-Lab

Marshall & Ilsley ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

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