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	param	t-stat
$ω$	5.0000	0.00
$α$	0.3876	3.86
$β$	0.6852	21.48
$γ$	-0.1457	-0.91

V-Lab

Tim S.A. Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Tim S.A. Analyses