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	param	t-stat
$m$	21
$α$	0.1131	0.13
$β$	0.7465	13.17
$γ$	-0.1131	-0.06
$λ_{1}$	10.0000	0.16
$λ_{2}$	0.2411	0.16
$λ_{3}$	0.7589	2.10

V-Lab

ICADE ILLIQ-MFMEM Liquidity Analysis

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other ICADE Analyses