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	param	t-stat
$ω$	0.6459	9.95
$α$	0.0610	25.87
$β$	0.9148	552.42
$γ$	0.0485	14.95

V-Lab

Annaly Capital Management Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, February 24th, 2026:46.76 (3.32)

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

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