V-Lab: CVS Health Corp Spline ILLIQ Liquidity Analysis

V-Lab

CVS Health Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, August 12th, 2025:29.33 (-0.08)

Analysis last updated: Monday, August 11, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1305	8.48
$α$	0.0690	7.34
$β$	0.9269	97.10
$γ_{1}$	-0.0283	-5.30
$γ_{2}$	0.0431	4.96
$γ_{3}$	-0.0161	-1.95

Estimation Period:
Jan 2, 1990 to Aug 8, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts