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	param	t-stat
$ω$	2.0366	11.15
$α$	0.1985	4.13
$β$	0.7883	49.46
$γ$	0.0265	0.80

V-Lab

Pt Satyamitra Mitra Kemas Le Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Pt Satyamitra Mitra Kemas Le Analyses