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	param	t-stat
$ω$	1.3591	2.71
$α$	0.0965	2.99
$β$	0.9035	28.05
$γ_{1}$	-0.0629	-1.94

V-Lab

Vnv Global Ab Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Vnv Global Ab Analyses