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	param	t-stat
$ω$	5.0000	4.28
$α$	0.0682	5.55
$β$	0.9380	214.61
$γ$	-0.0125	-0.93

V-Lab

Philippine National Bank Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Philippine National Bank Analyses