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	param	t-stat
$m$	126
$α$	0.1286	7.17
$β$	0.7843	50.65
$γ$	0.0333	0.82
$λ_{1}$	10.0000	0.38
$λ_{2}$	0.0000	0.00
$λ_{3}$	0.9997	158.18

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Dowlais Group PLC ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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