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	param	t-stat
$ω$	0.9716	6.90
$α$	0.1312	8.23
$β$	0.8480	45.08
$γ_{1}$	0.0510	0.38
$γ_{2}$	-0.1728	-0.76
$γ_{3}$	0.4252	1.77

V-Lab

SRH NV Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

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