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	param	t-stat
$ω$	0.9873	3.30
$α$	0.1222	0.22
$β$	0.8778	1.59
$γ_{1}$	-0.0607	-0.07
$γ_{2}$	0.0254	0.02

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Auctane Inc Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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