V-Lab: CFG Bank SA Spline ILLIQ Liquidity Analysis

V-Lab

CFG Bank SA Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 17th, 2025:4322.57 (361.53)

Analysis last updated: Friday, April 18, 2025 at 01:07 AM UTC

Date Range:

from

to

6M ·

1Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6778	4.80
$α$	0.1095	0.97
$β$	0.7054	2.52
$γ_{1}$	-2.5762	-2.03

Estimation Period:
Dec 18, 2023 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other CFG Bank SA Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM