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	param	t-stat
$ω$	5.0000	2.94
$α$	0.0803	27.07
$β$	0.9015	449.41
$γ$	0.0363	6.78

V-Lab

Watanabe Sato Co Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Watanabe Sato Co Analyses