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	param	t-stat
$ω$	0.8085	5.26
$α$	0.1013	6.30
$β$	0.8832	55.83
$γ_{1}$	0.0426	1.58

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Index Living Mall PCL Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, January 21st, 2026:4,998.34 (-462.40)

Date Range:

Parameter Estimates

News Impact Curve

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