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	param	t-stat
$ω$	5.0000	0.23
$α$	0.1478	14.15
$β$	0.8525	120.20
$γ$	-0.0005	-0.03

V-Lab

Sonam Ltd Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Sonam Ltd Analyses