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	param	t-stat
$ω$	0.6429	6,429,210.00
$α$	0.0925	925,380.00
$β$	0.9075	9,074,620.00
$γ_{1}$	0.0260	260,110.00

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Novellus Systems Inc Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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