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	param	t-stat
$ω$	1.9801	8.05
$α$	0.0729	11.46
$β$	0.9094	106.24
$γ_{1}$	-0.0243	-4.69
$γ_{2}$	0.0351	4.52
$γ_{3}$	-0.0229	-3.07

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Empire District Electric Co/The Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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