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	param	t-stat
$ω$	5.0000	1.30
$α$	0.0620	9.73
$β$	0.9078	549.16
$γ$	0.0567	4.88

V-Lab

Saras S.p.A. Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Saras S.p.A. Analyses