V-Lab: CVS Health Corp Spline ILLIQ Liquidity Analysis

V-Lab

CVS Health Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:25.12 (1.96)

Analysis last updated: Friday, May 16, 2025 at 10:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6360	6,359,860.00
$α$	0.0722	722,220.00
$β$	0.9278	9,277,780.00
$γ_{1}$	0.0225	225,220.00

Estimation Period:
Jan 2, 1990 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts