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	param	t-stat
$ω$	1.0629	5.02
$α$	0.0967	13.75
$β$	0.8978	122.27
$γ_{1}$	-0.0618	-4.25
$γ_{2}$	0.1106	4.88
$γ_{3}$	-0.1363	-5.15

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SS&C Gids Inc Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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