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	param	t-stat
$ω$	5.0000	1.02
$α$	0.0464	3.37
$β$	0.9157	138.57
$γ$	0.0758	3.59

V-Lab

Zamp S A Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Zamp S A Analyses