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	param	t-stat
$m$	41
$α$	0.2005	2.97
$β$	0.7977	219.82
$γ$	-0.0164	-0.13
$λ_{1}$	0.0128	5.72
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9980	642.23

V-Lab

CITIC Securities Co Ltd ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other CITIC Securities Co Ltd Analyses