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	param	t-stat
$m$	126
$α$	0.1263	8.94
$β$	0.8429	166.41
$γ$	-0.1263	-4.02
$λ_{1}$	0.0380	41.73
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9959	661.72

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Telecity Group PLC ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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