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	param	t-stat
$m$	126
$α$	0.0020	0.81
$β$	0.9970	290.32
$γ$	-0.0020	-0.19
$λ_{1}$	10.0000	0.00
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9988	197.94

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Auto Italia Holdings ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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