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	param	t-stat
$ω$	0.1054	4.62
$α$	0.0613	24.30
$β$	0.9233	474.73
$γ$	0.0307	8.70

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Wachovia Corp Asymmetric ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Wachovia Corp Analyses