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	param	t-stat
$ω$	5.0000	0.07
$α$	0.0437	12.64
$β$	0.9321	418.15
$γ$	0.0486	6.82

V-Lab

RISMA Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other RISMA Analyses