V-Lab: CVS Health Corp Asymmetric ILLIQ Liquidity Analysis

V-Lab

CVS Health Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:26.20 (-0.62)

Analysis last updated: Saturday, May 31, 2025 at 03:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0831	6.75
$α$	0.0439	24.48
$β$	0.9357	492.48
$γ$	0.0400	13.47

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts