Bank of Montreal Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:126.61 (0.89)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8355 | 8.55 | |
| 0.0343 | 20.48 | |
| 0.9423 | 731.00 | |
| 0.0468 | 19.48 |
Estimation Period:
Oct 27, 1994 to Feb 20, 2026
Oct 27, 1994 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
Other Bank of Montreal Analyses
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