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	param	t-stat
$ω$	1.1578	8.89
$α$	0.2273	12.48
$β$	0.7072	35.72
$γ_{1}$	-0.0961	-3.63

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Shanghai Lily & Beauty Cosmetics Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, February 24th, 2026:121.15 (-7.10)

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Parameter Estimates

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