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	param	t-stat
$ω$	4.0932	0.55
$α$	0.0259	3.40
$β$	0.8884	165.16
$γ$	0.1713	6.54

V-Lab

Rswm Ltd Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Rswm Ltd Analyses