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	param	t-stat
$ω$	5.0000	0.00
$α$	0.0104	1.04
$β$	0.9941	2,045.39
$γ$	-0.0089	-0.87

V-Lab

WAM Active Ltd Asymmetric ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other WAM Active Ltd Analyses