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	param	t-stat
$ω$	0.0040	2.80
$α$	0.0377	18.20
$β$	0.9281	625.80
$γ$	0.0684	17.73

V-Lab

Westcorp Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Westcorp Analyses