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	param	t-stat
$ω$	4.7461	4.28
$α$	0.1321	11.67
$β$	0.8592	68.27
$γ_{1}$	0.0321	3.73
$γ_{2}$	-0.0385	-2.77

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Pgs Asa Spline ILLIQ Liquidity Analysis

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