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	param	t-stat
$ω$	5.0000	0.01
$α$	0.0107	2.15
$β$	0.9784	142.33
$γ$	0.0219	1.13

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McKay Securities PLC Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other McKay Securities PLC Analyses