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	param	t-stat
$m$	21
$α$	0.1318	0.61
$β$	0.6622	9.87
$γ$	-0.1318	-0.29
$λ_{1}$	0.2823	0.99
$λ_{2}$	0.0336	0.70
$λ_{3}$	0.9662	96.17

V-Lab

Klepierre ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Klepierre Analyses