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	param	t-stat
$ω$	0.0000	0.00
$α$	0.1226	17.23
$β$	0.8531	366.47
$γ$	0.0486	4.95

V-Lab

PCM Inc Asymmetric ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other PCM Inc Analyses