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	param	t-stat
$ω$	1.0081	5.81
$α$	0.0832	10.24
$β$	0.9119	108.94
$γ_{1}$	0.0087	0.59
$γ_{2}$	0.0116	0.45
$γ_{3}$	-0.1094	-4.60

V-Lab

QAD Inc Spline ILLIQ Liquidity Analysis

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News Impact Curve

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