CVS Health Corp Spline ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Thursday, April 30th, 2026
1 Day
32.87
increased by 1.85
1 Week
30.24
decreased by 0.78
1 Month
27.28
decreased by 3.74
Analysis last updated: Wednesday, April 29, 2026 at 10:29 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0572 | 7.87 | |
| 0.0674 | 7.41 | |
| 0.9326 | 102.80 | |
| 0.0108 | 1.42 |
Estimation Period:
Jan 2, 1990 to Apr 24, 2026
Jan 2, 1990 to Apr 24, 2026
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