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	param	t-stat
$m$	116
$α$	0.2394	1.49
$β$	0.8183	221.59
$γ$	-0.2394	-2.71
$λ_{1}$	0.0001	1.67
$λ_{2}$	0.0003	1.25
$λ_{3}$	0.8127	56.25

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GTI Holdings Ltd ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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