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	param	t-stat
$ω$	3.8977	6.01
$α$	0.0880	8.45
$β$	0.8885	58.77
$γ_{1}$	0.0020	0.08
$γ_{2}$	0.0579	1.60
$γ_{3}$	-0.1010	-3.20

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Jefferies Group Inc Spline ILLIQ Liquidity Analysis

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