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 Tuesday, June 30th, 2026
1 Day
18.68
increased by 0.25
1 Week
19.05
increased by 0.62
1 Month
21.34
increased by 2.91
Analysis last updated: Monday, June 29, 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 | |
|---|---|---|
| 1.0571 | 7.80 | |
| 0.0700 | 1.18 | |
| 0.9300 | 15.70 | |
| 0.0180 | 0.53 | |
| -0.0346 | -0.42 | |
| 0.0204 | 0.31 |
Estimation Period:
Jan 2, 1990 to Jun 26, 2026
Jan 2, 1990 to Jun 26, 2026
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