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	param	t-stat
$ω$	1.2297	0.01
$α$	0.1803	0.00
$β$	0.8197	0.01
$γ_{1}$	0.0148	0.00
$γ_{2}$	-0.3232	-0.00
$γ_{3}$	0.9022	0.02

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Pc Depot Corp Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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