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	param	t-stat
$ω$	5.0000	0.08
$α$	0.1215	14.82
$β$	0.8481	202.37
$γ$	0.0608	4.18

V-Lab

Penneo Aps Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Penneo Aps Analyses