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	param	t-stat
$m$	126
$α$	0.1788	2.42
$β$	0.8405	319.58
$γ$	-0.1788	-1.37
$λ_{1}$	10.0000	3.22
$λ_{2}$	0.0329	2.22
$λ_{3}$	0.5913	14.38

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Shl-Japan Ltd ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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