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	param	t-stat
$ω$	1.0859	3.37
$α$	0.1428	10.25
$β$	0.8563	58.98
$γ_{1}$	-0.1233	-0.76
$γ_{2}$	0.2589	1.17
$γ_{3}$	-0.1884	-1.40

V-Lab

Parmalat SpA Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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