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	param	t-stat
$ω$	0.7300	4.75
$α$	0.1599	5.20
$β$	0.8024	22.46
$γ_{1}$	-0.4982	-4.54

V-Lab

Spindox S.P.A. Spline ILLIQ Liquidity Analysis

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News Impact Curve

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