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

V-Lab

Bristol-Myers Squibb Co Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 2nd, 2025:21.97 (-0.72)

Analysis last updated: Saturday, May 31, 2025 at 03:19 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0369	5.26
$α$	0.0295	24.16
$β$	0.9549	1,138.16
$γ$	0.0309	14.27

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts