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	param	t-stat
$ω$	5.0000	0.01
$α$	0.0786	6.24
$β$	0.9171	204.79
$γ$	0.0088	0.48

V-Lab

SPS Finquest Ltd Asymmetric ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other SPS Finquest Ltd Analyses