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	param	t-stat
$ω$	5.0000	0.69
$α$	0.0310	17.21
$β$	0.9540	710.35
$γ$	0.0300	8.74

V-Lab

NSI NV Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other NSI NV Analyses