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	param	t-stat
$m$	126
$α$	0.1341	0.17
$β$	0.6806	28.25
$γ$	0.3698	0.23
$λ_{1}$	10.0000	0.00
$λ_{2}$	0.1618	0.45
$λ_{3}$	0.8382	1.30

V-Lab

Spicers Limited ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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