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	param	t-stat
$ω$	0.9364	3.62
$α$	0.0954	7.10
$β$	0.8846	57.05
$γ_{1}$	-0.0126	-0.24

V-Lab

Dye & Durham Ltd Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, February 23rd, 2026:22,575.94 (-2,199.78)

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Parameter Estimates

News Impact Curve

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