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, May 3rd, 2024:17.44 (-0.86)

Analysis last updated: Thursday, May 2, 2024 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0766	0.68
$β$	0.8263	47.76
$γ$	-0.0476	-0.20
$λ_{1}$	0.3334	1.98
$λ_{2}$	0.4435	3.96
$λ_{3}$	0.5498	0.96

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts