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

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V-Lab

Capitol Federal Financial Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, May 22nd, 2024:2931.14 (37.89)

Analysis last updated: Tuesday, May 21, 2024 at 09:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	51
$α$	0.1026	0.78
$β$	0.8270	133.47
$γ$	-0.1026	-0.37
$λ_{1}$	10.0000	1.68
$λ_{2}$	0.4054	1.76
$λ_{3}$	0.5926	1.98

Estimation Period:
Apr 2, 1999 to May 17, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts