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	param	t-stat
$m$	126
$α$	0.2629	0.27
$β$	0.0631	1.58
$γ$	-0.2629	-0.14
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9997	8.61

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Trizec Canada Inc ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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