V-Lab: CVS Health Corp Spline ILLIQ Liquidity Analysis

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V-Lab

CVS Health Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Friday, March 14th, 2025:24.23 (0.34)

Analysis last updated: Thursday, March 13, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0701	8.01
$α$	0.0695	7.60
$β$	0.9291	106.98
$γ_{1}$	-0.0127	-2.57
$γ_{2}$	0.0256	2.89

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts