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	param	t-stat
$ω$	0.8389	4.83
$α$	0.2544	6.17
$β$	0.6998	11.52
$γ_{1}$	-1.5458	-4.94

V-Lab

Froey AS Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Froey AS Analyses