V-Lab: Aflac Inc Spline ILLIQ Liquidity Analysis

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V-Lab

Aflac Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, April 26th, 2024:43.31 (0.21)

Analysis last updated: Thursday, April 25, 2024 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1219	8.95
$α$	0.0679	12.59
$β$	0.9229	148.56
$γ_{1}$	-0.0430	-6.99
$γ_{2}$	0.0573	6.08
$γ_{3}$	-0.0122	-1.63
$γ_{4}$	0.0018	0.19

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts