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	param	t-stat
$m$	36
$α$	0.1685	1.64
$β$	0.8696	288.25
$γ$	-0.0818	-0.43
$λ_{1}$	0.0000	1.76
$λ_{2}$	0.0263	2.16
$λ_{3}$	0.9540	217.81

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Jiangnan Group Ltd ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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