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	param	t-stat
$ω$	0.9537	3.00
$α$	0.1422	0.03
$β$	0.8578	0.20
$γ_{1}$	-1.0190	-0.05

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Comal S.P.A Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Comal S.P.A Analyses