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	param	t-stat
$m$	21
$α$	0.0786	1.13
$β$	0.8039	17.32
$γ$	0.2348	3.91
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.1260	1.68
$λ_{3}$	0.8731	4.59

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Wm Wrigley Jr Co ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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