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	param	t-stat
$ω$	0.8879	1.95
$α$	0.1303	3.00
$β$	0.8517	14.12
$γ_{1}$	-0.4187	-0.79
$γ_{2}$	1.3672	1.10

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Wag Group Co Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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