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	param	t-stat
$ω$	5.0000	7.43
$α$	0.0745	19.44
$β$	0.9245	352.45
$γ$	0.0021	0.28

V-Lab

Sanei Ltd Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Sanei Ltd Analyses