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 Thursday, April 18th, 2024:5.64 (-0.20)

Analysis last updated: Wednesday, April 17, 2024 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0305	9.32
$α$	0.0399	10.95
$β$	0.9591	262.13
$γ_{1}$	-0.0017	-1.34

Estimation Period:
Jan 2, 1990 to Apr 12, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts