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	param	t-stat
$ω$	5.0000	0.03
$α$	0.4522	0.51
$β$	0.7231	5.76
$γ$	-0.3505	-0.39

V-Lab

Pierce Group AB Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Pierce Group AB Analyses