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	param	t-stat
$ω$	0.7537	7,537,260.00
$α$	0.0939	939,200.00
$β$	0.9061	9,060,800.00
$γ_{1}$	0.0286	286,480.00

V-Lab

Credit Suisse Group AG Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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