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	param	t-stat
$m$	21
$α$	0.2819	0.09
$β$	0.8265	24.96
$γ$	-0.2819	-0.05
$λ_{1}$	10.0000	0.04
$λ_{2}$	0.0418	0.08
$λ_{3}$	0.9582	21.94

V-Lab

STM Group PLC ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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