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	param	t-stat
$m$	21
$α$	0.2910	0.20
$β$	0.4294	4.72
$γ$	-0.0330	-0.01
$λ_{1}$	1.7370	0.39
$λ_{2}$	0.2920	0.55
$λ_{3}$	0.7039	0.76

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Jimmy Choo PLC ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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