V-Lab: Chevron Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Chevron Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, May 8th, 2024:6.58 (-0.21)

Analysis last updated: Tuesday, May 7, 2024 at 09:28 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0430	2.12
$β$	0.9062	290.84
$γ$	-0.0430	-0.82
$λ_{1}$	0.0520	2.08
$λ_{2}$	0.2703	9.78
$λ_{3}$	0.7237	5.48

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts