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	param	t-stat
$ω$	5.0000	0.01
$α$	0.0237	5.67
$β$	0.9407	310.36
$γ$	0.0712	6.63

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KPa-BM Holdings Ltd Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:863,964.10 (-13,157.10)

Date Range:

Parameter Estimates

News Impact Curve

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