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 30th, 2025:19.99 (-0.42)

Analysis last updated: Friday, June 27, 2025 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0362	5.21
$α$	0.0297	24.26
$β$	0.9549	1,138.17
$γ$	0.0305	14.08

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts