V-Lab: Chevron Corp ILLIQ-MFMEM Liquidity Analysis

V-Lab

Chevron Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:9.58 (-0.16)

Analysis last updated: Saturday, May 31, 2025 at 03:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0424	2.10
$β$	0.9065	290.35
$γ$	-0.0424	-0.81
$λ_{1}$	0.0760	2.69
$λ_{2}$	0.2700	9.44
$λ_{3}$	0.7232	5.42

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts