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	param	t-stat
$ω$	1.3857	4.94
$α$	0.0732	15.28
$β$	0.9085	274.64
$γ$	0.0365	5.51

V-Lab

ACAS LLC Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other ACAS LLC Analyses