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	param	t-stat
$ω$	0.8696	6.07
$α$	0.2665	9.65
$β$	0.6795	20.35
$γ_{1}$	-0.7389	-5.29
$γ_{2}$	1.4769	4.57

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Daeyu Co Ltd Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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