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	param	t-stat
$ω$	1.9136	6.57
$α$	0.1372	5.48
$β$	0.8108	22.20
$γ_{1}$	-0.2172	-0.91
$γ_{2}$	0.3880	0.77

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Capio AB Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Capio AB Analyses