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	param	t-stat
$m$	21
$α$	0.1367	1.08
$β$	0.6678	9.39
$γ$	0.3692	3.08
$λ_{1}$	7.8595	0.49
$λ_{2}$	0.0878	1.93
$λ_{3}$	0.9122	22.33

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Transatlantic Holdings Inc ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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