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	param	t-stat
$ω$	5.0000	0.67
$α$	0.2623	0.37
$β$	0.8495	6.17
$γ$	-0.2236	-0.31

V-Lab

Marel Hf Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Marel Hf Analyses