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	param	t-stat
$m$	116
$α$	0.4050	0.26
$β$	0.6790	36.34
$γ$	-0.4050	-0.13
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0237	0.28
$λ_{3}$	0.9763	178.95

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John Menzies plc ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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