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	param	t-stat
$ω$	1.0592	5.07
$α$	0.1418	1.47
$β$	0.1596	0.87
$γ_{1}$	-0.2584	-3.79

V-Lab

Brederode Sa Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:391,461.40 (-32,820.50)

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Parameter Estimates

News Impact Curve

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