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	param	t-stat
$m$	41
$α$	0.4273	1.15
$β$	0.6562	60.73
$γ$	-0.3366	-0.45
$λ_{1}$	10.0000	0.02
$λ_{2}$	0.0232	1.15
$λ_{3}$	0.9768	485.75

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Folkestone Ltd ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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