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	param	t-stat
$m$	21
$α$	0.1401	0.19
$β$	0.6255	9.56
$γ$	-0.1401	-0.09
$λ_{1}$	0.0003	0.29
$λ_{2}$	0.0888	0.21
$λ_{3}$	0.9107	14.68

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North Fork Bancorporation Inc ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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