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	param	t-stat
$ω$	0.0488	1.85
$α$	0.0238	8.85
$β$	0.9623	817.55
$γ$	0.0279	3.52

V-Lab

Shaftesbury PLC Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Shaftesbury PLC Analyses