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	param	t-stat
$ω$	0.0978	6.85
$α$	0.1769	8.02
$β$	0.8267	443.03
$γ$	-0.0072	-0.23

V-Lab

CITIC Securities Co Ltd Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

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