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	param	t-stat
$m$	21
$α$	0.4587	0.03
$β$	0.4626	18.26
$γ$	-0.4587	-0.01
$λ_{1}$	10.0000	0.03
$λ_{2}$	0.0355	0.03
$λ_{3}$	0.9645	15.75

V-Lab

TP Group PLC ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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