Merrill Lynch & Co Canada Ltd ILLIQ-MFMEM Liquidity Analysis
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Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0450 | 30.22 | |
| 0.9581 | 669.53 | |
| -0.0077 | -6.86 | |
| 328.9818 |
Estimation Period:
Aug 28, 1998 to Dec 12, 2008
Aug 28, 1998 to Dec 12, 2008
News Impact Curve
Liquidity Forecasts
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