V-Lab: First Mid Bancshares Inc Spline ILLIQ Liquidity Analysis

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First Mid Bancshares Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, December 9th, 2025:4,614.51 (-297.06)

Analysis last updated: Monday, December 8, 2025 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2312	3.93
$α$	0.0774	5.89
$β$	0.8822	39.79
$γ_{1}$	-0.5736	-2.35
$γ_{2}$	1.3493	3.80
$γ_{3}$	-1.8618	-9.75
$γ_{4}$	1.5414	10.43
$γ_{5}$	-0.2474	-1.61
$γ_{6}$	-0.3202	-2.38
$γ_{7}$	0.1240	1.00
$γ_{8}$	-0.0325	-0.22

Estimation Period:
Aug 10, 1995 to Dec 5, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts