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	param	t-stat
$m$	61
$α$	0.0988	0.61
$β$	0.8659	122.85
$γ$	-0.0988	-0.30
$λ_{1}$	10.0000	1.08
$λ_{2}$	0.0271	0.76
$λ_{3}$	0.9729	100.69

V-Lab

Monberg & Thorsen A/S ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

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