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	param	t-stat
$ω$	2.5054	2.36
$α$	0.0937	2.91
$β$	0.9063	28.23
$γ_{1}$	0.0026	0.04

V-Lab

Magnit PJSC Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 11th, 2022:31.32 (-1.88)

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Parameter Estimates

News Impact Curve

Liquidity Forecasts

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