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	param	t-stat
$ω$	0.6982	4.84
$α$	0.2028	3.84
$β$	0.7362	12.17
$γ_{1}$	-0.4205	-4.80

V-Lab

Volue AS Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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Other Volue AS Analyses