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	param	t-stat
$ω$	0.9080	3.22
$α$	0.2762	3.86
$β$	0.6053	8.34
$γ_{1}$	-2.6461	-3.49
$γ_{2}$	3.2847	2.71
$γ_{3}$	-3.2218	-2.20

V-Lab

Pacific Union Bank Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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