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	param	t-stat
$m$	21
$α$	0.1807	0.18
$β$	0.0000	0.00
$γ$	0.3031	0.15
$λ_{1}$	0.1302	0.19
$λ_{2}$	0.7242	0.22
$λ_{3}$	0.2143	0.23

V-Lab

RiskMetrics Group LLC ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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