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	param	t-stat
$ω$	0.9657	0.97
$α$	0.1349	0.05
$β$	0.8651	0.30
$γ_{1}$	-0.2276	-0.09
$γ_{2}$	0.2965	0.10
$γ_{3}$	-0.1476	-0.22

V-Lab

Cegid Group SA Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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