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	param	t-stat
$ω$	5.0000	3.90
$α$	0.1521	18.15
$β$	0.8153	158.69
$γ$	0.0651	4.70

V-Lab

Mr. Green & Co AB Asymmetric ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Mr. Green & Co AB Analyses