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	param	t-stat
$m$	36
$α$	0.0719	2.11
$β$	0.8841	324.20
$γ$	-0.0041	-0.05
$λ_{1}$	0.0049	3.29
$λ_{2}$	0.5965	4.71
$λ_{3}$	0.3862	2.03

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Novellus Systems Inc ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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