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	param	t-stat
$ω$	5.0000	0.13
$α$	0.0714	4.06
$β$	0.9089	126.64
$γ$	0.0395	1.26

V-Lab

Better Collective Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Better Collective Analyses