V-Lab: Chevron Corp ILLIQ-MFMEM Liquidity Analysis

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V-Lab

Chevron Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, May 1st, 2024:6.93 (0.73)

Analysis last updated: Tuesday, April 30, 2024 at 09:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0431	2.12
$β$	0.9062	290.90
$γ$	-0.0431	-0.82
$λ_{1}$	0.0488	2.01
$λ_{2}$	0.2705	9.81
$λ_{3}$	0.7236	5.49

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts