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	param	t-stat
$ω$	5.0000	0.01
$α$	0.0501	16.62
$β$	0.9278	588.71
$γ$	0.0441	7.58

V-Lab

Cast SA Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Cast SA Analyses