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

V-Lab

CVS Health Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 21st, 2025:18.78 (0.25)

Analysis last updated: Thursday, April 17, 2025 at 10:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0752	0.86
$β$	0.8293	50.73
$γ$	0.0503	0.29
$λ_{1}$	0.5804	2.49
$λ_{2}$	0.4252	9.32
$λ_{3}$	0.5679	1.18

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts