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 Monday, April 29th, 2024:33.81 (-0.32)

Analysis last updated: Friday, April 26, 2024 at 09:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0863	7.10
$α$	0.0553	13.83
$β$	0.9432	233.80
$γ_{1}$	-0.0030	-2.40

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts