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	param	t-stat
$m$	36
$α$	0.1902	0.46
$β$	0.7768	94.77
$γ$	-0.1902	-0.24
$λ_{1}$	10.0000	0.48
$λ_{2}$	0.0426	0.48
$λ_{3}$	0.9574	171.42

V-Lab

S IMMO AG ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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