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	param	t-stat
$ω$	1.3547	6.66
$α$	0.0454	5.44
$β$	0.9424	82.81
$γ_{1}$	-0.0082	-1.53

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Fauquier Bankshares Inc Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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