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

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V-Lab

Bristol-Myers Squibb Co ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, May 1st, 2024:15.39 (0.26)

Analysis last updated: Tuesday, April 30, 2024 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0540	17.14
$β$	0.9352	635.78
$γ$	-0.0540	-5.93
$λ_{1}$	0.0000	0.00
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9996	1325.67

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts