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	param	t-stat
$ω$	0.9526	4.38
$α$	0.1310	15.29
$β$	0.8683	100.23
$γ_{1}$	-0.0206	-1.21
$γ_{2}$	0.0611	2.12
$γ_{3}$	-0.0802	-2.61

V-Lab

TDC A/S Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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