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	param	t-stat
$ω$	5.0000	0.02
$α$	0.0744	6.70
$β$	0.9428	591.46
$γ$	-0.0343	-2.44

V-Lab

Picanol Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Picanol Analyses