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	param	t-stat
$ω$	1.3624	4.62
$α$	0.1385	3.35
$β$	0.7705	11.77
$γ_{1}$	0.7147	1.14
$γ_{2}$	-1.4466	-1.21
$γ_{3}$	-1.8659	-1.12

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Jimmy Choo PLC Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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