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	param	t-stat
$ω$	0.4959	2.15
$α$	0.0334	15.70
$β$	0.9605	768.36
$γ$	0.0124	4.32

V-Lab

Klepierre Asymmetric ILLIQ Liquidity Analysis

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Klepierre Analyses