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	param	t-stat
$ω$	0.5039	10.80
$α$	0.0554	15.25
$β$	0.9344	526.99
$γ$	0.0204	3.33

V-Lab

Laird PLC Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Laird PLC Analyses