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	param	t-stat
$m$	31
$α$	0.0933	1.16
$β$	0.8289	34.69
$γ$	0.1540	1.35
$λ_{1}$	0.0138	0.46
$λ_{2}$	0.2050	1.66
$λ_{3}$	0.7950	2.63

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Alpha Appalachia Holdings LLC ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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