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	param	t-stat
$ω$	5.0000	0.00
$α$	0.6469	0.08
$β$	0.6347	0.66
$γ$	-0.5631	-0.06

V-Lab

Sipario Movies Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Sipario Movies Analyses