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	param	t-stat
$m$	21
$α$	0.1312	0.61
$β$	0.6629	9.86
$γ$	-0.1312	-0.29
$λ_{1}$	0.2547	0.87
$λ_{2}$	0.0335	0.70
$λ_{3}$	0.9662	96.32

V-Lab

Klepierre ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Klepierre Analyses