V-Lab: CVS Health Corp Spline ILLIQ Liquidity Analysis

V-Lab

CVS Health Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 25th, 2025:26.96 (-1.57)

Analysis last updated: Friday, August 22, 2025 at 10:43 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1494	8.70
$α$	0.0688	7.18
$β$	0.9253	89.59
$γ_{1}$	-0.0538	-5.81
$γ_{2}$	0.0735	4.84
$γ_{3}$	-0.0183	-1.60
$γ_{4}$	0.0031	0.24

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts