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	param	t-stat
$ω$	5.0000	0.01
$α$	0.2006	1.49
$β$	0.8866	34.30
$γ$	-0.1744	-1.23

V-Lab

B.F. S.p.A. Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other B.F. S.p.A. Analyses