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 Tuesday, April 21st, 2026
1 Day
26.22
decreased by 0.31
1 Week
26.51
decreased by 0.02
1 Month
25.62
decreased by 0.91
Analysis last updated: Monday, April 20, 2026 at 09:41 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0516 | 7.73 | |
| 0.0674 | 0.20 | |
| 0.9326 | 2.74 | |
| 0.0095 | 1.22 |
Estimation Period:
Jan 2, 1990 to Apr 17, 2026
Jan 2, 1990 to Apr 17, 2026
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