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	param	t-stat
$ω$	1.0792	9.07
$α$	0.0679	12.95
$β$	0.9275	170.56
$γ_{1}$	-0.0353	-5.06
$γ_{2}$	0.0548	4.71
$γ_{3}$	-0.0387	-2.97

V-Lab

Peugeot SA Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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