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	param	t-stat
$ω$	5.0000	0.10
$α$	0.0617	26.66
$β$	0.9246	921.88
$γ$	0.0272	7.61

V-Lab

TSR Inc Asymmetric ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other TSR Inc Analyses