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	param	t-stat
$ω$	2.2941	2.82
$α$	0.0715	22.43
$β$	0.8908	409.01
$γ$	0.0752	16.58

V-Lab

Ixia Asymmetric ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Ixia Analyses