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	param	t-stat
$m$	106
$α$	0.0957	0.02
$β$	0.9007	38.60
$γ$	-0.0957	-0.01
$λ_{1}$	5.8596	0.02
$λ_{2}$	0.6734	0.02
$λ_{3}$	0.2876	0.06

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Tenneco Inc ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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