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	param	t-stat
$ω$	5.0000	0.00
$α$	0.0000	0.00
$β$	0.9775	443.50
$γ$	0.0451	3.58

V-Lab

Dalenys Asymmetric ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Dalenys Analyses