V-Lab: Capitol Federal Financial Inc Spline ILLIQ Liquidity Analysis

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V-Lab

Capitol Federal Financial Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 25th, 2024:3326.13 (-59.39)

Analysis last updated: Wednesday, April 24, 2024 at 09:21 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2427	6.88
$α$	0.1111	11.20
$β$	0.8609	70.89
$γ_{1}$	-0.0336	-6.19
$γ_{2}$	0.0636	8.26
$γ_{3}$	-0.0365	-4.54

Estimation Period:
Apr 2, 1999 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts