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	param	t-stat
$m$	76
$α$	0.0732	0.22
$β$	0.5623	18.41
$γ$	-0.0732	-0.10
$λ_{1}$	0.0087	0.02
$λ_{2}$	0.9669	0.20
$λ_{3}$	0.0082	0.20

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Chittenden Corp ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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