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	param	t-stat
$m$	91
$α$	0.0564	0.02
$β$	0.9643	194.57
$γ$	-0.0413	-0.01
$λ_{1}$	0.0000	0.03
$λ_{2}$	0.3115	0.03
$λ_{3}$	0.6407	0.14

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Cenkos Securities PLC ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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Other Cenkos Securities PLC Analyses