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	param	t-stat
$ω$	5.0000	0.00
$α$	0.1136	0.47
$β$	0.8956	10.08
$γ$	-0.0184	-0.09

V-Lab

Sfd Sa Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Sfd Sa Analyses