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	param	t-stat
$m$	21
$α$	0.2072	0.17
$β$	0.6559	9.34
$γ$	-0.2072	-0.08
$λ_{1}$	10.0000	0.31
$λ_{2}$	0.3169	0.26
$λ_{3}$	0.6831	0.91

V-Lab

Sonmez Filament ILLIQ-MFMEM Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Sonmez Filament Analyses