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	param	t-stat
$ω$	1.0172	5.98
$α$	0.1220	15.30
$β$	0.8707	106.21
$γ_{1}$	0.0129	3.57

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Chimera Investment Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:1,213.84 (-85.68)

Date Range:

Parameter Estimates

News Impact Curve

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