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	param	t-stat
$m$	126
$α$	0.1059	9.37
$β$	0.8921	147.95
$γ$	-0.1059	-4.31
$λ_{1}$	0.0024	186.46
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9955	733.08

V-Lab

Yandex N V ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Yandex N V Analyses