V-Lab: HomeTrust Bancshares Inc Spline ILLIQ Liquidity Analysis

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V-Lab

HomeTrust Bancshares Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, April 30th, 2024:17567.24 (2498.83)

Analysis last updated: Monday, April 29, 2024 at 09:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6312	9.03
$α$	0.1275	9.89
$β$	0.8434	48.09
$γ_{1}$	-0.0043	-0.68

Estimation Period:
Jul 11, 2012 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts