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	param	t-stat
$ω$	5.0000	0.01
$α$	0.0211	5.03
$β$	0.9749	779.91
$γ$	0.0080	1.43

V-Lab

Eurosic Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Eurosic Analyses