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	param	t-stat
$ω$	0.2524	3.43
$α$	0.0774	15.46
$β$	0.8661	236.90
$γ$	0.1109	13.66

V-Lab

Yamashin-Filter Corp Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Yamashin-Filter Corp Analyses