V-Lab: CVS Health Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

CVS Health Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, March 14th, 2025:23.41 (0.51)

Analysis last updated: Thursday, March 13, 2025 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0756	0.67
$β$	0.8289	45.56
$γ$	-0.0608	-0.24
$λ_{1}$	0.3335	2.15
$λ_{2}$	0.4221	4.64
$λ_{3}$	0.5709	0.99

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts