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	param	t-stat
$ω$	1.4591	5.62
$α$	0.0526	5.05
$β$	0.9253	64.16
$γ_{1}$	-0.0713	-2.87

V-Lab

Simpar Sa Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, February 20th, 2026:651.22 (37.14)

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Parameter Estimates

News Impact Curve

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