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

V-Lab

Bristol-Myers Squibb Co ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, June 20th, 2025:22.78 (-1.06)

Analysis last updated: Wednesday, June 18, 2025 at 10:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0660	1.48
$β$	0.8605	22.25
$γ$	-0.0660	-0.55
$λ_{1}$	0.0126	2.45
$λ_{2}$	0.0299	4.34
$λ_{3}$	0.9694	59.53

Estimation Period:
Jan 2, 1990 to Jun 18, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts