V-Lab: Bank of Hawaii Corp Spline ILLIQ Liquidity Analysis

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V-Lab

Bank of Hawaii Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 21st, 2024:708.19 (45.01)

Analysis last updated: Monday, May 20, 2024 at 09:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5561	10.31
$α$	0.0658	10.90
$β$	0.9089	99.04
$γ_{1}$	-0.0123	-5.17
$γ_{2}$	0.0228	6.75
$γ_{3}$	-0.0113	-4.08

Estimation Period:
Jan 2, 1990 to May 17, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts