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	param	t-stat
$m$	111
$α$	0.1924	6.76
$β$	0.7302	95.00
$γ$	-0.1924	-3.03
$λ_{1}$	0.0027	6.15
$λ_{2}$	0.0159	3.49
$λ_{3}$	0.9787	358.88

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Amegy Bancorporation Inc ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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