Royal Bank of Canada Asymmetric ILLIQ Liquidity Analysis
Liquidity Prediction for Friday, February 20th, 2026:45.62 (-2.18)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5817 | 11.46 | |
| 0.0377 | 24.00 | |
| 0.9338 | 735.87 | |
| 0.0571 | 25.81 |
Estimation Period:
Oct 16, 1995 to Feb 13, 2026
Oct 16, 1995 to Feb 13, 2026
News Impact Curve
Liquidity Forecasts
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