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	param	t-stat
$ω$	0.4739	2.06
$α$	0.0333	15.70
$β$	0.9605	768.99
$γ$	0.0124	4.33

V-Lab

Klepierre Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Klepierre Analyses