V-Lab: Becton Dickinson and Co Spline ILLIQ Liquidity Analysis

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V-Lab

Becton Dickinson and Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, April 24th, 2024:33.24 (-1.31)

Analysis last updated: Tuesday, April 23, 2024 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0863	7.09
$α$	0.0554	13.84
$β$	0.9431	233.43
$γ_{1}$	-0.0029	-2.38

Estimation Period:
Jan 2, 1990 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts