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	param	t-stat
$m$	51
$α$	0.0602	1.86
$β$	0.8985	65.10
$γ$	-0.0602	-0.66
$λ_{1}$	0.1195	10.63
$λ_{2}$	0.0523	3.40
$λ_{3}$	0.9454	20.40

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SunTrust Banks Inc ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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