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	param	t-stat
$m$	96
$α$	0.3388	1.93
$β$	0.7770	106.81
$γ$	-0.2316	-0.65
$λ_{1}$	0.0000	10.00
$λ_{2}$	0.0023	1.57
$λ_{3}$	0.3176	7.63

V-Lab

Pt Satyamitra Mitra Kemas Le ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Pt Satyamitra Mitra Kemas Le Analyses