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	param	t-stat
$ω$	0.3578	3.86
$α$	0.0319	23.19
$β$	0.9505	1,020.91
$γ$	0.0346	15.27

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Pepco Holdings LLC Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Pepco Holdings LLC Analyses