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	param	t-stat
$ω$	1.2274	9.05
$α$	0.0791	6.65
$β$	0.9061	69.98
$γ_{1}$	-0.0838	-3.50

V-Lab

Freee K K Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, February 24th, 2026:14.85 (1.30)

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Parameter Estimates

News Impact Curve

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