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	param	t-stat
$ω$	0.4276	4.95
$α$	0.0360	12.05
$β$	0.9573	454.34
$γ$	0.0134	2.29

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Merrill Lynch & Co Canada Ltd Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Merrill Lynch & Co Canada Ltd Analyses