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	param	t-stat
$ω$	1.0663	9.56
$α$	0.1132	13.58
$β$	0.8789	97.34
$γ_{1}$	-0.0101	-1.96

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Saras S.p.A. Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Saras S.p.A. Analyses