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	param	t-stat
$ω$	5.0000	0.00
$α$	0.0975	0.09
$β$	0.4410	0.05
$γ$	0.9230	0.01

V-Lab

CFOAM Limited Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other CFOAM Limited Analyses