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	param	t-stat
$ω$	5.0000	0.00
$α$	0.0151	7.69
$β$	0.9888	1,135.20
$γ$	-0.0077	-3.82

V-Lab

MCR SA Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other MCR SA Analyses