V-Lab: Biogen Inc Spline ILLIQ Liquidity Analysis

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V-Lab

Biogen Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:47.40 (3.10)

Analysis last updated: Friday, April 26, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0173	5.50
$α$	0.0853	0.27
$β$	0.9147	2.90
$γ_{1}$	-0.0033	-0.02

Estimation Period:
Sep 18, 1991 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts