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	param	t-stat
$ω$	5.0000	0.88
$α$	0.0422	13.86
$β$	0.9466	587.93
$γ$	0.0225	4.86

V-Lab

Clarkson PLC Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Clarkson PLC Analyses