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	param	t-stat
$ω$	5.0000	0.38
$α$	0.1019	19.84
$β$	0.8842	79.69
$γ$	0.0278	1.41

V-Lab

Concentric AB Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Concentric AB Analyses