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	param	t-stat
$ω$	1.1580	7.61
$α$	0.1109	18.24
$β$	0.8706	300.19
$γ$	0.0354	3.34

V-Lab

CDK Global II LLC Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other CDK Global II LLC Analyses