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	param	t-stat
$ω$	0.0297	5.59
$α$	0.0867	24.24
$β$	0.8993	330.75
$γ$	0.0277	5.01

V-Lab

Yandex N V Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Yandex N V Analyses