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	param	t-stat
$ω$	5.0000	0.31
$α$	0.1274	10.20
$β$	0.8310	110.01
$γ$	0.0831	2.78

V-Lab

Froey AS Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Froey AS Analyses