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	param	t-stat
$m$	21
$α$	0.1531	0.04
$β$	0.6798	3.87
$γ$	0.1059	0.01
$λ_{1}$	0.1546	0.00
$λ_{2}$	0.2571	0.05
$λ_{3}$	0.7429	0.59

V-Lab

Boursorama ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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