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	param	t-stat
$ω$	0.0000	2.43
$α$	0.0923	8.21
$β$	0.8582	174.75
$γ$	0.0991	4.72

V-Lab

H&CB Asymmetric ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other H&CB Analyses