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	param	t-stat
$ω$	0.4038	9.35
$α$	0.0676	3.06
$β$	0.7552	9.59
$γ_{1}$	-0.4176	-2.73
$γ_{2}$	0.7822	3.35
$γ_{3}$	-0.7093	-3.51
$γ_{4}$	0.4438	2.16
$γ_{5}$	-0.2223	-1.19
$γ_{6}$	1.3997	4.42

V-Lab

Merrill Lynch & Co Canada Ltd Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Merrill Lynch & Co Canada Ltd Analyses