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	param	t-stat
$ω$	1.8116	8.09
$α$	0.2388	6.42
$β$	0.6738	15.06
$γ_{1}$	-0.3632	-3.56

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Shenzhen Best Of Best Hlgs Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, February 24th, 2026:37.80 (-6.60)

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Parameter Estimates

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