Lab Richmond Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Monday, February 23rd, 2026:2,149.01 (-419.94)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.27 | |
| 0.1069 | 4.69 | |
| 0.8346 | 23.79 | |
| 0.1171 | 1.26 |
Estimation Period:
Dec 28, 2017 to Feb 20, 2026
Dec 28, 2017 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
Other Lab Richmond Analyses
Other Asymmetric ILLIQ Analyses on International Equities