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	param	t-stat
$m$	126
$α$	0.2010	1.20
$β$	0.8325	142.77
$γ$	-0.1040	-0.41
$λ_{1}$	0.1135	1.16
$λ_{2}$	0.0000	0.98
$λ_{3}$	0.0000	1.25

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SigmaTron International Inc ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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