V-Lab: CVS Health Corp Spline ILLIQ Liquidity Analysis

V-Lab

CVS Health Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, April 16th, 2025:18.80 (-0.83)

Analysis last updated: Tuesday, April 15, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1339	8.50
$α$	0.0692	7.31
$β$	0.9266	96.23
$γ_{1}$	-0.0290	-5.37
$γ_{2}$	0.0443	5.02
$γ_{3}$	-0.0177	-2.12

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts