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	param	t-stat
$ω$	5.0000	0.69
$α$	0.0311	17.10
$β$	0.9539	705.55
$γ$	0.0300	8.69

V-Lab

NSI NV Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other NSI NV Analyses