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	param	t-stat
$m$	116
$α$	0.4012	5.50
$β$	0.7882	108.64
$γ$	-0.3786	-3.24
$λ_{1}$	0.0000	10.00
$λ_{2}$	0.1334	6.05
$λ_{3}$	0.0000	10.00

V-Lab

SICIT Group SpA ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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