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	param	t-stat
$ω$	1.4287	2.24
$α$	0.0096	9.16
$β$	0.9840	988.93
$γ$	0.0116	6.09

V-Lab

Derwent London PLC Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Derwent London PLC Analyses