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	param	t-stat
$ω$	1.0009	0.26
$α$	0.1234	0.03
$β$	0.8766	0.19
$γ_{1}$	-0.0614	-2.18
$γ_{2}$	0.0695	0.21

V-Lab

Intervest SA Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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