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	param	t-stat
$ω$	1.0714	5.34
$α$	0.1668	23.97
$β$	0.8265	113.05
$γ_{1}$	-0.0342	-4.70
$γ_{2}$	0.0408	3.76
$γ_{3}$	-0.0088	-0.95

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Fujitsu General Ltd Spline ILLIQ Liquidity Analysis

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News Impact Curve

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