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	param	t-stat
$ω$	5.0000	0.08
$α$	0.0436	11.46
$β$	0.9209	92.30
$γ$	0.0711	2.13

V-Lab

Quintis Ltd Asymmetric ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Quintis Ltd Analyses