Northrim 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 Thursday, April 30th, 2026
1 Day
5,035.88
increased by 561.72
1 Week
4,540.45
increased by 66.29
1 Month
3,988.27
decreased by 485.89
Analysis last updated: Wednesday, April 29, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.76 | |
| 0.0313 | 14.02 | |
| 0.9563 | 530.98 | |
| 0.0249 | 5.29 |
Estimation Period:
Nov 15, 1990 to Apr 24, 2026
Nov 15, 1990 to Apr 24, 2026
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