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	param	t-stat
$m$	36
$α$	0.0840	0.11
$β$	0.8457	35.88
$γ$	-0.0840	-0.05
$λ_{1}$	8.6236	0.15
$λ_{2}$	0.0265	0.11
$λ_{3}$	0.9735	47.26

V-Lab

PCF Group PLC ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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