V-Lab: Chevron Corp Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

Chevron Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:6.06 (-0.15)

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
$ω$	1.0314	9.33
$α$	0.0398	10.95
$β$	0.9592	262.43
$γ_{1}$	-0.0016	-1.27

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts