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	param	t-stat
$ω$	0.8460	0.55
$α$	0.0386	10.03
$β$	0.9342	323.92
$γ$	0.0545	8.35

V-Lab

Melker Schorling AB Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Melker Schorling AB Analyses