V-Lab: Franklin Financial Network Inc ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Franklin Financial Network Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, August 17th, 2020:7689.94 (-998.85)

Analysis last updated: Sunday, March 21, 2021 at 07:02 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$m$	61
$α$	0.1150	6.45
$β$	0.8631	171.11
$γ$	-0.1150	-2.74
$λ_{1}$	10.0000	6.47
$λ_{2}$	0.1188	10.65
$λ_{3}$	0.8761	176.24

Estimation Period:
Aug 21, 2014 to Aug 14, 2020

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts