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	param	t-stat
$ω$	1.1252	2.80
$α$	0.1783	7.39
$β$	0.8161	32.70
$γ_{1}$	-1.0430	-1.45
$γ_{2}$	0.8787	0.90
$γ_{3}$	1.4303	1.50

V-Lab

Victoria Park AB Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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