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	param	t-stat
$ω$	4.9875	0.05
$α$	0.0274	14.07
$β$	0.9690	942.62
$γ$	0.0072	2.71

V-Lab

Webster Ltd Asymmetric ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Webster Ltd Analyses