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	param	t-stat
$m$	106
$α$	0.6612	1.08
$β$	0.5888	38.86
$γ$	-0.5000	-0.40
$λ_{1}$	0.0000	1.00
$λ_{2}$	0.4985	0.99
$λ_{3}$	0.0001	0.68

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Shangying Global Co Ltd ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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