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	param	t-stat
$ω$	5.0000	0.86
$α$	0.0909	17.60
$β$	0.8594	279.65
$γ$	0.0994	8.88

V-Lab

SCAT Inc Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other SCAT Inc Analyses