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 9th, 2026
1 Day
27.37
decreased by 0.67
1 Week
27.27
decreased by 0.77
1 Month
24.30
decreased by 3.74
Analysis last updated: Wednesday, April 8, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0462 | 7.77 | |
| 0.0671 | 7.71 | |
| 0.9329 | 107.41 | |
| 0.0094 | 1.16 |
Estimation Period:
Jan 2, 1990 to Apr 2, 2026
Jan 2, 1990 to Apr 2, 2026
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