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	param	t-stat
$ω$	0.0617	7.74
$α$	0.0216	21.60
$β$	0.9534	1,175.64
$γ$	0.0495	29.74

V-Lab

Caterpillar Inc Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

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