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	param	t-stat
$m$	101
$α$	0.1285	21.77
$β$	0.8682	386.92
$γ$	-0.0124	-1.15
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9997	2,048.66

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Pep Boys-Manny Moe & Jack/The ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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