V-Lab: BOK Financial Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

BOK Financial Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 3rd, 2024:1176.04 (25.50)

Analysis last updated: Thursday, May 2, 2024 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0883	1.12
$β$	0.8400	26.89
$γ$	-0.0883	-0.50
$λ_{1}$	1.0987	1.87
$λ_{2}$	0.0243	2.14
$λ_{3}$	0.9742	85.37

Estimation Period:
Sep 5, 1991 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts