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	param	t-stat
$m$	126
$α$	0.0499	10.85
$β$	0.9504	544.61
$γ$	-0.0253	-3.08
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9993	2,167.78

V-Lab

DS Smith PLC ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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