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	param	t-stat
$m$	31
$α$	0.1995	0.60
$β$	0.8127	48.50
$γ$	-0.0257	-0.04
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0125	0.63
$λ_{3}$	0.9875	223.46

V-Lab

Tim S.A. ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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Other Tim S.A. Analyses