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	param	t-stat
$ω$	5.0000	1.25
$α$	0.0591	13.47
$β$	0.9116	321.89
$γ$	0.0585	5.96

V-Lab

Instituto Hermes Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Instituto Hermes Analyses