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	param	t-stat
$ω$	3.9676	7.90
$α$	0.0590	10.09
$β$	0.9366	144.14
$γ_{1}$	0.0398	2.52
$γ_{2}$	-0.0620	-2.39
$γ_{3}$	0.0799	2.10

V-Lab

Merrill Lynch Spline ILLIQ Liquidity Analysis

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News Impact Curve

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