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	param	t-stat
$ω$	5.0000	0.00
$α$	0.0374	3.27
$β$	0.9813	1,509.66
$γ$	-0.0374	-2.53

V-Lab

Sfd Sa Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Sfd Sa Analyses