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	param	t-stat
$ω$	5.0000	0.70
$α$	0.0775	27.89
$β$	0.8986	377.39
$γ$	0.0478	6.94

V-Lab

Rallye SA Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Rallye SA Analyses