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	param	t-stat
$m$	116
$α$	0.2059	0.46
$β$	0.8781	62.83
$γ$	-0.1680	-0.38
$λ_{1}$	0.0000	1.00
$λ_{2}$	0.0254	0.83
$λ_{3}$	0.6374	2.07

V-Lab

Carlos Casado Sa ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Carlos Casado Sa Analyses