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	param	t-stat
$ω$	1.0597	7.24
$α$	0.1595	16.59
$β$	0.8258	188.96
$γ$	0.0296	1.66

V-Lab

Mccarthy & Stone Ltd Asymmetric ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Mccarthy & Stone Ltd Analyses