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	param	t-stat
$m$	41
$α$	0.1105	3.48
$β$	0.8676	118.77
$γ$	-0.0635	-1.27
$λ_{1}$	3.0287	17.21
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9970	383.02

V-Lab

Instituto Hermes ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Instituto Hermes Analyses