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	param	t-stat
$ω$	1.3541	12.00
$α$	0.0449	22.50
$β$	0.9431	590.19
$γ$	0.0214	6.56

V-Lab

Schroders PLC Asymmetric ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Schroders PLC Analyses