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	param	t-stat
$ω$	4.0004	4.95
$α$	0.0852	7.06
$β$	0.8834	186.18
$γ$	0.0627	5.08

V-Lab

SAS AB Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other SAS AB Analyses