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	param	t-stat
$ω$	0.4720	2.06
$α$	0.0332	15.70
$β$	0.9605	770.90
$γ$	0.0125	4.36

V-Lab

Klepierre Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Klepierre Analyses