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	param	t-stat
$ω$	0.6543	8.64
$α$	0.0520	28.53
$β$	0.9269	792.86
$γ$	0.0420	12.80

V-Lab

FactSet Research Systems Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:129.76 (4.02)

Date Range:

Parameter Estimates

News Impact Curve

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