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	param	t-stat
$ω$	2.9393	6.64
$α$	0.1043	20.80
$β$	0.8832	292.92
$γ$	0.0252	3.17

V-Lab

Parmalat SpA Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Parmalat SpA Analyses