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	param	t-stat
$ω$	1.4102	4.65
$α$	0.0776	8.28
$β$	0.9101	72.87
$γ_{1}$	-0.0505	-6.53
$γ_{2}$	0.0835	7.79
$γ_{3}$	-0.0558	-5.18

V-Lab

Vilmorin & Cie SA Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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