V-Lab: CVS Health Corp Spline ILLIQ Liquidity Analysis

V-Lab

CVS Health Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:23.70 (-0.04)

Analysis last updated: Friday, June 27, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1190	8.38
$α$	0.0691	7.00
$β$	0.9235	84.79
$γ_{1}$	-0.0773	-6.29
$γ_{2}$	0.0920	4.86
$γ_{3}$	-0.0052	-0.42
$γ_{4}$	-0.0064	-0.55
$γ_{5}$	-0.0020	-0.11

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts