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	param	t-stat
$ω$	0.9480	6.26
$α$	0.1039	3.26
$β$	0.8918	34.63
$γ_{1}$	-0.6017	-1.37
$γ_{2}$	0.9349	1.49
$γ_{3}$	-0.6933	-1.61

V-Lab

CETIP SA - Mercados Organizados Spline ILLIQ Liquidity Analysis

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Parameter Estimates

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