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	param	t-stat
$m$	126
$α$	0.1351	3.48
$β$	0.8590	40.36
$γ$	-0.1351	-2.04
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9962	200.76

V-Lab

Avvale SpA ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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