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	param	t-stat
$ω$	5.0000	0.00
$α$	0.0075	2.35
$β$	0.9963	406.47
$γ$	-0.0075	-2.84

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Ellerston Global Investments Ltd Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Ellerston Global Investments Ltd Analyses