V-Lab: Chevron Corp Spline ILLIQ Liquidity Analysis

V-Lab

Chevron Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:9.55 (-0.16)

Analysis last updated: Saturday, May 31, 2025 at 03:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0332	9.39
$α$	0.0395	11.17
$β$	0.9594	268.67
$γ_{1}$	-0.0010	-0.87

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts