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	param	t-stat
$ω$	0.2680	8.36
$α$	0.0151	13.36
$β$	0.9535	1,104.87
$γ$	0.0607	36.92

V-Lab

Bank of New York Mellon Corp/The Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Bank of New York Mellon Corp/The Analyses