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	param	t-stat
$ω$	5.0000	0.06
$α$	0.0331	8.38
$β$	0.9507	434.29
$γ$	0.0324	3.83

V-Lab

NZX Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, February 24th, 2026:69,731.20 (2,026.00)

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Parameter Estimates

News Impact Curve

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