Royal Bank of Canada ILLIQ-MFMEM Liquidity Analysis
Liquidity Prediction for Friday, February 27th, 2026:16.06 (1.98)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 126 | ||
| 0.1161 | 4.68 | |
| 0.8561 | 44.29 | |
| -0.1161 | -0.99 | |
| 0.0062 | 3.81 | |
| 0.0000 | 0.03 | |
| 0.9994 | 3,255.35 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Liquidity Forecasts
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