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	param	t-stat
$m$	126
$α$	0.1908	14.87
$β$	0.7586	143.24
$γ$	-0.0766	-3.54
$λ_{1}$	0.0000	0.01
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9954	1,156.04

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TD Bank US Holding Co ILLIQ-MFMEM Liquidity Analysis

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News Impact Curve

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