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	param	t-stat
$ω$	1.6106	8.35
$α$	0.0697	9.19
$β$	0.9240	121.24
$γ_{1}$	-0.0031	-2.07

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St Galler Kantonalbank AG Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, February 25th, 2026:5,043.05 (-80.74)

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Parameter Estimates

News Impact Curve

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