V-Lab: Bristol-Myers Squibb Co Spline ILLIQ Liquidity Analysis

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V-Lab

Bristol-Myers Squibb Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:15.64 (-0.62)

Analysis last updated: Friday, April 26, 2024 at 09:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0579	9.67
$α$	0.0486	13.15
$β$	0.9493	244.73
$γ_{1}$	-0.0037	-3.86

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts