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	param	t-stat
$ω$	5.0000	0.03
$α$	0.0586	19.09
$β$	0.9245	560.32
$γ$	0.0337	6.25

V-Lab

Tessi SA Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Tessi SA Analyses