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	param	t-stat
$m$	126
$α$	0.1513	12.23
$β$	0.8402	270.17
$γ$	0.0169	0.75
$λ_{1}$	10.0000	11.75
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9996	3,245.33

V-Lab

Yamashin-Filter Corp ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Yamashin-Filter Corp Analyses