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	param	t-stat
$m$	21
$α$	0.1123	0.13
$β$	0.7464	13.09
$γ$	-0.1123	-0.06
$λ_{1}$	10.0000	0.16
$λ_{2}$	0.2412	0.16
$λ_{3}$	0.7588	2.09

V-Lab

ICADE ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other ICADE Analyses