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	param	t-stat
$ω$	0.8687	5.55
$α$	0.1641	11.40
$β$	0.8358	58.28
$γ_{1}$	-0.0646	-1.64

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Yamashin-Filter Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, February 24th, 2026:85.30 (3.56)

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News Impact Curve

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