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	param	t-stat
$ω$	5.0000	0.98
$α$	0.0395	12.24
$β$	0.9265	439.50
$γ$	0.0680	10.42

V-Lab

Van Lanschot Kempen NV Asymmetric ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Van Lanschot Kempen NV Analyses