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	param	t-stat
$m$	126
$α$	0.0606	12.25
$β$	0.9349	515.96
$γ$	-0.0526	-3.20
$λ_{1}$	0.0213	61.48
$λ_{2}$	0.0000	0.02
$λ_{3}$	0.9988	1,408.75

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Macy's Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:152.47 (-2.11)

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