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 29th, 2026
1 Day
5,082.08
increased by 792.94
1 Week
4,755.22
increased by 466.08
1 Month
5,188.33
increased by 899.19
Analysis last updated: Saturday, June 27, 2026 at 12:16 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.76 | |
| 0.1059 | 14.12 | |
| 0.8787 | 224.16 | |
| 0.0307 | 2.86 |
Estimation Period:
Mar 9, 2021 to Jun 26, 2026
Mar 9, 2021 to Jun 26, 2026
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