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	param	t-stat
$ω$	0.1593	0.01
$α$	0.1990	0.00
$β$	0.8010	0.00
$γ_{1}$	-0.4000	-0.00
$γ_{2}$	1.1252	0.00
$γ_{3}$	-0.5394	-0.00

V-Lab

New WEI Inc Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

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