Canadian Imperial Bank of Commerce/Canada Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:29.76 (0.47)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1929 | 13.04 | |
| 0.0264 | 23.78 | |
| 0.9503 | 1,138.14 | |
| 0.0454 | 24.67 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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