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	param	t-stat
$m$	126
$α$	0.0876	4.99
$β$	0.9219	280.22
$γ$	-0.0876	-5.35
$λ_{1}$	0.0000	0.25
$λ_{2}$	0.0063	5.68
$λ_{3}$	0.9906	3,205.94

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Sanderson Farms Inc ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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