V-Lab: Chevron Corp Spline ILLIQ Liquidity Analysis

V-Lab

Chevron Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, May 6th, 2025:10.43 (0.27)

Analysis last updated: Monday, May 5, 2025 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0335	9.38
$α$	0.0397	11.18
$β$	0.9593	268.03
$γ_{1}$	-0.0009	-0.83

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts