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 Wednesday, May 20th, 2026
1 Day
24.97
decreased by 0.65
1 Week
27.13
increased by 1.51
1 Month
28.66
increased by 3.04
Analysis last updated: Tuesday, May 19, 2026 at 10:17 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0335 | 7.67 | |
| 0.0695 | 1.93 | |
| 0.9305 | 25.87 | |
| -0.0042 | -0.34 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
Other CVS Health Corp Analyses
Other Spline ILLIQ Analyses on Equities