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	param	t-stat
$ω$	5.0000	0.02
$α$	0.0156	1.54
$β$	0.9265	136.55
$γ$	0.1158	1.95

V-Lab

Strax AB Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Strax AB Analyses