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

V-Lab

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V-Lab

Franklin Financial Network Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 17th, 2020:5982.09 (-1281.58)

Analysis last updated: Friday, August 14, 2020 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2304	2.19
$α$	0.1969	8.54
$β$	0.8024	40.88
$γ_{1}$	-1.7221	-0.30
$γ_{2}$	2.2945	0.33
$γ_{3}$	-0.6976	-0.34
$γ_{4}$	0.5540	0.36
$γ_{5}$	-1.4034	-0.70

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts