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	param	t-stat
$ω$	5.0000	0.00
$α$	0.0033	1.54
$β$	0.9551	20.14
$γ$	0.0832	0.22

V-Lab

Pierrel Asymmetric ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Pierrel Analyses