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	param	t-stat
$ω$	5.0000	0.11
$α$	0.0834	5.79
$β$	0.8564	92.51
$γ$	0.1203	2.68

V-Lab

Kapston Facilities Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Kapston Facilities Analyses