Gold Royalty Corp 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, June 8th, 2026
1 Day
6,103.36
increased by 775.34
1 Week
5,432.76
increased by 104.74
1 Month
4,081.99
decreased by 1,246.03
Analysis last updated: Friday, June 5, 2026 at 11:14 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.75 | |
| 0.1074 | 14.16 | |
| 0.8772 | 220.69 | |
| 0.0307 | 2.83 |
Estimation Period:
Mar 9, 2021 to Jun 5, 2026
Mar 9, 2021 to Jun 5, 2026
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