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	param	t-stat
$ω$	0.5510	6.06
$α$	0.0551	5.98
$β$	0.9084	52.19
$γ_{1}$	-0.0924	-4.80
$γ_{2}$	0.1119	4.13
$γ_{3}$	-0.0774	-3.34

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Teche Holding Co Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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