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	param	t-stat
$m$	26
$α$	0.0833	1.99
$β$	0.8364	44.40
$γ$	0.0223	0.26
$λ_{1}$	6.6748	1.22
$λ_{2}$	0.1332	3.17
$λ_{3}$	0.8656	26.72

V-Lab

TUI AG ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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