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	param	t-stat
$ω$	0.1758	12.77
$α$	0.0233	14.68
$β$	0.9484	847.56
$γ$	0.0447	12.90

V-Lab

Roche Holding AG Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:21.46 (-0.81)

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

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