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	param	t-stat
$ω$	5.0000	0.04
$α$	0.0519	4.50
$β$	0.8734	27.12
$γ$	0.1493	1.16

V-Lab

Carlos Casado Sa Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Carlos Casado Sa Analyses