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	param	t-stat
$ω$	4.2441	6.14
$α$	0.2761	10.40
$β$	0.7648	54.11
$γ$	-0.0819	-1.78

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Ibks No 17 Special Purpose Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Ibks No 17 Special Purpose Analyses