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	param	t-stat
$m$	41
$α$	0.2097	0.23
$β$	0.6348	17.75
$γ$	-0.2097	-0.11
$λ_{1}$	10.0000	0.01
$λ_{2}$	0.3028	0.39
$λ_{3}$	0.6972	1.20

V-Lab

Seymour Whyte Ltd ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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