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

V-Lab

CVS Health Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, May 9th, 2025:20.55 (0.38)

Analysis last updated: Thursday, May 8, 2025 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	36
$α$	0.0751	0.64
$β$	0.8294	45.43
$γ$	-0.0746	-0.29
$λ_{1}$	0.3096	2.07
$λ_{2}$	0.4231	4.27
$λ_{3}$	0.5699	0.96

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts