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	param	t-stat
$ω$	0.6238	6.42
$α$	0.1480	6.50
$β$	0.8095	25.36
$γ_{1}$	-0.9286	-11.34

V-Lab

Clearsale S A Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Clearsale S A Analyses