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	param	t-stat
$ω$	5.0000	8.98
$α$	0.1561	13.01
$β$	0.8306	163.12
$γ$	0.0267	1.90

V-Lab

Property Data Bank Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Property Data Bank Analyses