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	param	t-stat
$ω$	3.2576	3.20
$α$	0.1422	6.91
$β$	0.8220	66.80
$γ$	0.0638	2.14

V-Lab

CBOT Holdings Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other CBOT Holdings Analyses