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	param	t-stat
$ω$	5.0000	3.20
$α$	0.1457	10.97
$β$	0.8316	151.03
$γ$	0.0455	1.54

V-Lab

Ox2 Ab Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Ox2 Ab Analyses