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	param	t-stat
$ω$	5.0000	0.16
$α$	0.0541	11.31
$β$	0.9156	336.61
$γ$	0.0606	7.74

V-Lab

Valtech SE Asymmetric ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Valtech SE Analyses