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	param	t-stat
$m$	21
$α$	0.0876	0.44
$β$	0.9140	131.04
$γ$	-0.0050	-0.01
$λ_{1}$	9.9996	0.11
$λ_{2}$	0.1235	0.11
$λ_{3}$	0.0000	0.00

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Home Retail Group PLC ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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