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	param	t-stat
$m$	46
$α$	0.3127	0.10
$β$	0.8161	138.58
$γ$	-0.2577	-0.04
$λ_{1}$	0.0000	0.11
$λ_{2}$	0.1302	0.11
$λ_{3}$	0.8698	7.02

V-Lab

Chai Watana Tanner ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:8,049.14 (-314.25)

Date Range:

Parameter Estimates

News Impact Curve

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