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	param	t-stat
$ω$	0.9125	5.30
$α$	0.1328	6.35
$β$	0.8487	33.89
$γ_{1}$	-1.7684	-3.50
$γ_{2}$	2.2211	2.42
$γ_{3}$	-1.8659	-1.72

V-Lab

ZPG PLC Spline ILLIQ Liquidity Analysis

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Parameter Estimates

News Impact Curve

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