V-Lab: Chevron Corp Asymmetric ILLIQ Liquidity Analysis

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V-Lab

Chevron Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:5.61 (-0.15)

Analysis last updated: Friday, April 26, 2024 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0277	5.70
$α$	0.0179	19.19
$β$	0.9624	1237.07
$γ$	0.0387	25.24

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts