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	param	t-stat
$m$	31
$α$	0.0945	2.52
$β$	0.8361	33.33
$γ$	0.0080	0.11
$λ_{1}$	0.0000	0.01
$λ_{2}$	0.0257	14.24
$λ_{3}$	0.9732	91.28

V-Lab

Rohm and Haas Co ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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