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	param	t-stat
$m$	66
$α$	0.1630	0.77
$β$	0.7659	96.10
$γ$	-0.1630	-0.38
$λ_{1}$	10.0000	1.24
$λ_{2}$	0.8288	1.35
$λ_{3}$	0.1696	0.37

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Japan Foods Co Ltd ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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