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	param	t-stat
$ω$	0.6073	1.43
$α$	0.2353	0.08
$β$	0.7647	0.25
$γ_{1}$	-1.2628	-0.05
$γ_{2}$	2.0083	0.06

V-Lab

ObsEva SA Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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