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	param	t-stat
$ω$	0.9498	4.70
$α$	0.1437	3.31
$β$	0.8172	16.50
$γ_{1}$	-0.1463	-0.19
$γ_{2}$	-0.2023	-0.17
$γ_{3}$	1.3860	1.05

V-Lab

Interhyp AG Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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