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	param	t-stat
$ω$	0.9484	6.41
$α$	0.1378	13.13
$β$	0.8622	82.28
$γ_{1}$	-0.3008	-1.34
$γ_{2}$	0.1573	0.56
$γ_{3}$	0.0531	0.22

V-Lab

Cynosure LLC Spline ILLIQ Liquidity Analysis

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News Impact Curve

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