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	param	t-stat
$ω$	1.5315	3.04
$α$	0.1471	11.77
$β$	0.8521	68.28
$γ_{1}$	-0.2791	-5.77
$γ_{2}$	0.4587	5.26

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Fuji Glass Co Ltd Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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