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	param	t-stat
$ω$	5.0000	0.08
$α$	0.1431	19.59
$β$	0.8527	229.59
$γ$	0.0084	0.68

V-Lab

Class Limited Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Class Limited Analyses