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	param	t-stat
$ω$	1.4471	2.22
$α$	0.0095	9.14
$β$	0.9840	988.94
$γ$	0.0116	6.10

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