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	param	t-stat
$ω$	4.2947	3.25
$α$	0.0818	8.87
$β$	0.9089	199.80
$γ$	0.0187	1.08

V-Lab

F&C Asset Management PLC Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other F&C Asset Management PLC Analyses