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	param	t-stat
$ω$	5.0000	2.90
$α$	0.0633	20.53
$β$	0.9153	374.99
$γ$	0.0426	5.41

V-Lab

ICADE Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other ICADE Analyses