V-Lab: BancFirst Corp Spline ILLIQ Liquidity Analysis

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V-Lab

BancFirst Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 6th, 2024:1764.06 (-100.58)

Analysis last updated: Friday, May 3, 2024 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.1534	5.16
$α$	0.0738	9.78
$β$	0.9211	118.12
$γ_{1}$	-0.0279	-3.11
$γ_{2}$	0.0490	3.83
$γ_{3}$	-0.0409	-4.07

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts