V-Lab: BancFirst Corp Asymmetric ILLIQ Liquidity Analysis

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V-Lab

BancFirst Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 6th, 2024:2025.32 (-73.56)

Analysis last updated: Friday, May 3, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.0000	3.48
$α$	0.0415	19.12
$β$	0.9447	677.19
$γ$	0.0276	8.35

Estimation Period:
Mar 26, 1990 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts