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	param	t-stat
$ω$	0.2829	10.04
$α$	0.0487	12.80
$β$	0.9109	346.87
$γ$	0.0628	10.50

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Thomas Cook Group PLC Asymmetric ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Thomas Cook Group PLC Analyses