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	param	t-stat
$m$	126
$α$	0.1424	0.05
$β$	0.8589	98.28
$γ$	-0.1424	-0.03
$λ_{1}$	2.0880	0.05
$λ_{2}$	0.9375	0.05
$λ_{3}$	0.0625	0.06

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Samantha Thavasa Japan Ltd ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

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