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	param	t-stat
$ω$	5.0000	0.00
$α$	0.0632	0.06
$β$	0.9684	0.25
$γ$	-0.0632	-0.01

V-Lab

Pcas Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Pcas Analyses