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	param	t-stat
$ω$	5.0000	0.06
$α$	0.0739	9.05
$β$	0.9220	208.69
$γ$	0.0083	0.67

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