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	param	t-stat
$ω$	5.0000	4.21
$α$	0.0460	18.44
$β$	0.9443	658.08
$γ$	0.0176	4.14

V-Lab

Shaftesbury Capital PLC Asymmetric ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

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