V-Lab: Biogen Inc Spline ILLIQ Liquidity Analysis

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V-Lab

Biogen Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 6th, 2024:50.60 (2.41)

Analysis last updated: Friday, May 3, 2024 at 09:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1035	6.39
$α$	0.0849	2.82
$β$	0.9151	30.46
$γ_{1}$	-0.0028	-0.05
$γ_{2}$	0.0065	0.10

Estimation Period:
Sep 18, 1991 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts