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	param	t-stat
$ω$	5.0000	0.00
$α$	0.0301	8.32
$β$	0.9572	391.64
$γ$	0.0254	2.58

V-Lab

PCAS Asymmetric ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other PCAS Analyses