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	param	t-stat
$ω$	5.0000	0.10
$α$	0.0512	20.13
$β$	0.9169	405.53
$γ$	0.0638	7.65

V-Lab

Naturex Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Naturex Analyses