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	param	t-stat
$ω$	5.0000	0.00
$α$	0.0531	3.06
$β$	0.9064	57.20
$γ$	0.0812	1.30

V-Lab

Wojas Sa Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Wojas Sa Analyses