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	param	t-stat
$ω$	5.0000	1.60
$α$	0.0425	11.13
$β$	0.9415	210.35
$γ$	0.0319	2.64

V-Lab

Bast JSC Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Bast JSC Analyses