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	param	t-stat
$ω$	1.1154	2.05
$α$	0.1442	0.43
$β$	0.8557	2.54
$γ_{1}$	-0.0311	-0.39

V-Lab

Severstal PAO Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 11th, 2022:24.88 (-1.48)

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Parameter Estimates

News Impact Curve

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