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	param	t-stat
$ω$	1.0836	8.40
$α$	0.0626	12.22
$β$	0.9334	165.89
$γ_{1}$	-0.0446	-4.55
$γ_{2}$	0.0643	3.69
$γ_{3}$	-0.0689	-3.59

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Sigma-Aldrich Corp Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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