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	param	t-stat
$ω$	5.0000	0.89
$α$	0.1911	2.23
$β$	0.7440	5.11
$γ$	0.0697	1.24

V-Lab

Merrill Lynch Asymmetric ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Merrill Lynch Analyses