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	param	t-stat
$m$	101
$α$	0.1123	0.09
$β$	0.9145	26.32
$γ$	-0.0535	-0.02
$λ_{1}$	0.0000	0.10
$λ_{2}$	0.2404	0.10
$λ_{3}$	0.1876	0.17

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Global Brands Group Holding Ltd ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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