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	param	t-stat
$m$	56
$α$	0.0768	6.21
$β$	0.9220	346.75
$γ$	-0.0044	-0.15
$λ_{1}$	10.0000	38.22
$λ_{2}$	0.0135	7.78
$λ_{3}$	0.9546	98.77

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Ultra Petroleum Corp ILLIQ-MFMEM Liquidity Analysis

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Parameter Estimates

News Impact Curve

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