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	param	t-stat
$ω$	1.3569	6.21
$α$	0.0972	11.63
$β$	0.8994	105.63
$γ_{1}$	-0.0314	-3.15
$γ_{2}$	0.0839	4.32

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Home Retail Group PLC Spline ILLIQ Liquidity Analysis

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