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	param	t-stat
$ω$	1.4191	8.76
$α$	0.0720	9.94
$β$	0.9095	91.39
$γ_{1}$	-0.0626	-5.19
$γ_{2}$	0.0867	4.66
$γ_{3}$	-0.0605	-3.37

V-Lab

AG Edwards Inc Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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