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	param	t-stat
$m$	126
$α$	0.1279	0.40
$β$	0.8829	252.19
$γ$	-0.1279	-0.21
$λ_{1}$	10.0000	0.65
$λ_{2}$	0.8949	0.50
$λ_{3}$	0.1045	0.23

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Daiwa Heavy Industry Co Ltd ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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