V-Lab: Chevron Corp ILLIQ-MFMEM Liquidity Analysis

V-Lab

Chevron Corp ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 21st, 2025:10.37 (0.22)

Analysis last updated: Thursday, April 17, 2025 at 10:30 PM 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	288.41
$γ$	-0.0424	-0.81
$λ_{1}$	0.0776	2.66
$λ_{2}$	0.2724	9.18
$λ_{3}$	0.7207	5.40

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts