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	param	t-stat
$m$	31
$α$	0.1609	0.49
$β$	0.7971	74.25
$γ$	-0.1609	-0.24
$λ_{1}$	7.3134	0.65
$λ_{2}$	0.1100	0.62
$λ_{3}$	0.8900	17.19

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