V-Lab: CVS Health Corp Spline ILLIQ Liquidity Analysis

V-Lab

CVS Health Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 6th, 2025:19.27 (-0.84)

Analysis last updated: Monday, May 5, 2025 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0559	7.83
$α$	0.0678	7.79
$β$	0.9322	107.26
$γ_{1}$	0.0114	1.48

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts