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	param	t-stat
$m$	31
$α$	0.1995	0.24
$β$	0.3109	8.17
$γ$	-0.1995	-0.12
$λ_{1}$	10.0000	0.17
$λ_{2}$	0.0207	0.25
$λ_{3}$	0.9763	38.27

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Belmont Bancorp ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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