V-Lab: CVS Health Corp Spline ILLIQ Liquidity Analysis

V-Lab

| |

V-Lab

CVS Health Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:16.97 (-0.86)

Analysis last updated: Friday, April 26, 2024 at 10:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0521	7.77
$α$	0.0686	7.35
$β$	0.9314	99.77
$γ_{1}$	0.0115	1.47

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts