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	param	t-stat
$ω$	1.1604	6.58
$α$	0.0982	11.76
$β$	0.8928	101.36
$γ_{1}$	0.0259	1.40
$γ_{2}$	-0.0802	-2.56
$γ_{3}$	0.1429	3.91

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Unione di Banche Italiane SpA Spline ILLIQ Liquidity Analysis

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