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	param	t-stat
$ω$	1.0614	6.97
$α$	0.0538	14.24
$β$	0.9448	247.72
$γ_{1}$	-0.0072	-2.09
$γ_{2}$	0.0121	1.81

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Caterpillar Inc Spline ILLIQ Liquidity Analysis

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News Impact Curve

Liquidity Forecast

Parameter Estimates

Other Caterpillar Inc Analyses