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	param	t-stat
$ω$	1.0538	5.79
$α$	0.0945	11.03
$β$	0.8971	99.07
$γ_{1}$	-0.1133	-2.59
$γ_{2}$	0.1139	1.52
$γ_{3}$	-0.0460	-0.51

V-Lab

NeuStar Inc Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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