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	param	t-stat
$ω$	4.9235	0.08
$α$	0.0554	18.73
$β$	0.9382	617.64
$γ$	0.0129	2.72

V-Lab

QAD Inc Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other QAD Inc Analyses