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	param	t-stat
$m$	51
$α$	0.0620	0.35
$β$	0.9690	63.09
$γ$	-0.0620	-0.24
$λ_{1}$	0.0000	0.50
$λ_{2}$	0.0611	1.37
$λ_{3}$	0.8675	3.29

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Trackwise Designs PLC ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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Other Trackwise Designs PLC Analyses