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	param	t-stat
$ω$	1.0579	4.27
$α$	0.0858	2.79
$β$	0.9142	29.78
$γ_{1}$	-0.0005	-0.01
$γ_{2}$	-0.0108	-0.12
$γ_{3}$	-0.0095	-0.14

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Sotheby's Spline ILLIQ Liquidity Analysis

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