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	param	t-stat
$ω$	5.0000	0.67
$α$	0.0964	26.92
$β$	0.8721	391.07
$γ$	0.0630	9.06

V-Lab

Ellington Credit Co Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Ellington Credit Co Analyses