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	param	t-stat
$ω$	2.4998	10.83
$α$	0.1722	5.22
$β$	0.4322	3.52
$γ_{1}$	0.0387	0.25
$γ_{2}$	-0.3551	-1.48
$γ_{3}$	0.9746	4.06

V-Lab

Com Hem Holding AB Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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