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	param	t-stat
$ω$	5.0000	0.32
$α$	0.0440	13.90
$β$	0.9330	476.75
$γ$	0.0460	7.26

V-Lab

Fimalac Asymmetric ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Fimalac Analyses