V-Lab: Chevron Corp Asymmetric ILLIQ Liquidity Analysis

V-Lab

Chevron Corp Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, August 25th, 2025:7.65 (-0.05)

Analysis last updated: Friday, August 22, 2025 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0287	6.17
$α$	0.0176	19.31
$β$	0.9629	1,273.68
$γ$	0.0381	25.63

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts