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	param	t-stat
$m$	26
$α$	0.1214	0.09
$β$	0.7348	14.43
$γ$	-0.1214	-0.04
$λ_{1}$	1.3391	0.13
$λ_{2}$	0.0184	0.09
$λ_{3}$	0.9816	75.72

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Pick n Pay Holdings Ltd ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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