Miss. Code Ann. § 69-15-69

No person shall be subject to criminal prosecution or to any penalty or forfeiture for or on account of any transaction, matter or issue concerning which he may be required to testify to or produce evidence, or provide documentation, before the board or at any of its hearings or conferences, or in compliance with any subpoena, however, no person testifying shall be exempt from prosecution and punishment for perjury committed in so testifying.