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	param	t-stat
$m$	26
$α$	0.1283	0.02
$β$	0.6636	1.43
$γ$	-0.1283	-0.01
$λ_{1}$	10.0000	0.00
$λ_{2}$	0.2440	0.02
$λ_{3}$	0.7560	0.18

V-Lab

Watermark Market Neutral Fund Ltd ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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