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	param	t-stat
$ω$	5.0000	5.15
$α$	0.2255	7.05
$β$	0.7830	61.68
$γ$	-0.0171	-0.19

V-Lab

Ibks No20 Special Purpose Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Ibks No20 Special Purpose Analyses