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	param	t-stat
$m$	126
$α$	0.3820	5.55
$β$	0.6796	63.69
$γ$	-0.3820	-2.63
$λ_{1}$	2.5463	10.69
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9967	1,208.08

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HKC Holdings Ltd ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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