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	param	t-stat
$ω$	0.0467	10.10
$α$	0.1035	7.97
$β$	0.8809	192.58
$γ$	0.0313	1.69

V-Lab

Old Mutual PLC Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Old Mutual PLC Analyses