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	param	t-stat
$ω$	5.0000	1.48
$α$	0.1005	31.91
$β$	0.8653	238.77
$γ$	0.0684	11.78

V-Lab

Sonmez Filament Asymmetric ILLIQ Liquidity Analysis

Date Range:

News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Sonmez Filament Analyses