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	param	t-stat
$m$	21
$α$	0.1052	0.06
$β$	0.8170	16.22
$γ$	-0.1052	-0.03
$λ_{1}$	10.0000	0.06
$λ_{2}$	0.9958	0.06
$λ_{3}$	0.0042	0.05

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NeoPhotonics Corp ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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