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	param	t-stat
$m$	66
$α$	0.9280	1.24
$β$	0.2557	6.83
$γ$	-0.5000	-0.34
$λ_{1}$	10.0000	0.00
$λ_{2}$	0.0224	1.20
$λ_{3}$	0.9776	170.52

V-Lab

Ellerston Global Investments Ltd ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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