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	param	t-stat
$ω$	3.1039	1.71
$α$	0.0478	12.97
$β$	0.9256	459.83
$γ$	0.0531	8.37

V-Lab

HFF Inc Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other HFF Inc Analyses