Lab Richmond Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Thursday, January 15th, 2026:9,277.03 (6,786.63)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.27 | |
| 0.1087 | 4.68 | |
| 0.8334 | 23.53 | |
| 0.1157 | 1.24 |
Estimation Period:
Dec 28, 2017 to Jan 9, 2026
Dec 28, 2017 to Jan 9, 2026
News Impact Curve
Liquidity Forecasts
Other Lab Richmond Analyses
Other Asymmetric ILLIQ Analyses on International Equities