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	param	t-stat
$m$	56
$α$	0.0963	0.64
$β$	0.9471	49.47
$γ$	-0.0963	-0.31
$λ_{1}$	0.4678	0.00
$λ_{2}$	0.0042	0.50
$λ_{3}$	0.9958	39.39

V-Lab

Craven House Capital PLC ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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