V-Lab: Del Frisco's Restaurant Group Inc Spline ILLIQ Liquidity Analysis

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V-Lab

Del Frisco's Restaurant Group Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, September 25th, 2019:505.89 (8.83)

Analysis last updated: Tuesday, September 24, 2019 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1242	4.55
$α$	0.1096	8.82
$β$	0.8779	67.39
$γ_{1}$	0.0008	0.00
$γ_{2}$	0.0336	0.13
$γ_{3}$	-0.4203	-1.42

Estimation Period:
Jul 27, 2012 to Sep 20, 2019

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts