V-Lab: CVS Health Corp Asymmetric ILLIQ Liquidity Analysis

V-Lab

CVS Health Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 6th, 2025:20.23 (-0.63)

Analysis last updated: Monday, May 5, 2025 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0817	6.66
$α$	0.0440	24.51
$β$	0.9357	491.96
$γ$	0.0399	13.42

Estimation Period:
Jan 2, 1990 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts