V-Lab: Chevron Corp Spline ILLIQ Liquidity Analysis

V-Lab

Chevron Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, April 16th, 2025:10.10 (-0.23)

Analysis last updated: Tuesday, April 15, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0336	9.36
$α$	0.0398	11.17
$β$	0.9592	266.80
$γ_{1}$	-0.0009	-0.81

Estimation Period:
Jan 2, 1990 to Apr 11, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts