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	param	t-stat
$ω$	0.7470	7.22
$α$	0.1266	5.77
$β$	0.8030	21.52
$γ_{1}$	-0.0930	-0.32
$γ_{2}$	-0.2926	-0.63
$γ_{3}$	-0.4423	-0.73

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UCP Inc Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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