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	param	t-stat
$ω$	0.0000	0.00
$α$	0.0201	14.14
$β$	0.9733	612.92
$γ$	0.0132	4.95

V-Lab

Rothschild & Co Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Rothschild & Co Analyses