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	param	t-stat
$ω$	3.3841	10.71
$α$	0.0908	11.63
$β$	0.8861	83.88
$γ_{1}$	0.0244	2.55
$γ_{2}$	-0.0359	-2.38
$γ_{3}$	-0.0083	-0.54

V-Lab

Safeco Spline ILLIQ Liquidity Analysis

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News Impact Curve

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