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	param	t-stat
$m$	31
$α$	0.1620	0.49
$β$	0.7959	73.41
$γ$	-0.1619	-0.24
$λ_{1}$	7.5204	0.65
$λ_{2}$	0.1104	0.62
$λ_{3}$	0.8896	17.00

V-Lab

Watanabe Sato Co ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Watanabe Sato Co Analyses