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	param	t-stat
$ω$	5.0000	4.10
$α$	0.0830	7.84
$β$	0.9236	201.85
$γ$	-0.0228	-1.47

V-Lab

Smiles SA Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Smiles SA Analyses