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	param	t-stat
$m$	21
$α$	0.3905	0.04
$β$	0.3759	2.08
$γ$	-0.0795	-0.00
$λ_{1}$	7.0305	0.04
$λ_{2}$	0.1538	0.04
$λ_{3}$	0.8462	2.73

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Haier Electronics Group Co Ltd ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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