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	param	t-stat
$m$	21
$α$	0.3006	0.44
$β$	0.7764	55.22
$γ$	-0.1541	-0.11
$λ_{1}$	0.0000	0.33
$λ_{2}$	0.6738	0.60
$λ_{3}$	0.3262	0.75

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Kh Construction Co Ltd ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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