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	param	t-stat
$m$	21
$α$	0.1127	1.21
$β$	0.7537	12.93
$γ$	0.2026	1.99
$λ_{1}$	3.9715	2.31
$λ_{2}$	0.1299	4.62
$λ_{3}$	0.8650	7.77

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Annaly Capital Management Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, February 24th, 2026:45.11 (3.74)

Date Range:

Parameter Estimates

News Impact Curve

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