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	param	t-stat
$ω$	5.0000	0.00
$α$	0.1530	0.26
$β$	0.9153	23.55
$γ$	-0.1365	-0.22

V-Lab

McGrath Limited Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other McGrath Limited Analyses