Capital Bancorp, Inc. Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Monday, April 20th, 2026
1 Day
4,536.89
increased by 469.87
1 Week
4,470.37
increased by 403.35
1 Month
6,029.39
increased by 1,962.37
Analysis last updated: Friday, April 17, 2026 at 09:06 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.21 | |
| 0.0601 | 8.47 | |
| 0.9067 | 283.16 | |
| 0.0664 | 4.19 |
Estimation Period:
Sep 26, 2018 to Apr 17, 2026
Sep 26, 2018 to Apr 17, 2026
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