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	param	t-stat
$ω$	3.9304	6.77
$α$	0.0217	13.03
$β$	0.9511	777.08
$γ$	0.0492	14.87

V-Lab

SES SA Asymmetric ILLIQ Liquidity Analysis

Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other SES SA Analyses