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	param	t-stat
$ω$	1.4895	6.09
$α$	0.2258	6.38
$β$	0.6930	13.98
$γ_{1}$	-0.2336	-0.22
$γ_{2}$	-0.9462	-0.50
$γ_{3}$	0.1421	0.05

V-Lab

Presidio, Inc. Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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