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	param	t-stat
$ω$	5.0000	0.02
$α$	0.2183	3.91
$β$	0.7870	77.21
$γ$	-0.0106	-0.12

V-Lab

OneMarket Limited Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other OneMarket Limited Analyses