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	param	t-stat
$ω$	2.1940	13.46
$α$	0.0472	18.18
$β$	0.9059	369.46
$γ$	0.0826	26.33

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Banca Monte dei Paschi di Siena SpA Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:84.12 (-1.78)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

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