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

V-Lab

Bristol-Myers Squibb Co ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, September 15th, 2025:22.44 (2.18)

Analysis last updated: Friday, September 12, 2025 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0665	1.47
$β$	0.8588	22.22
$γ$	-0.0665	-0.55
$λ_{1}$	0.0129	2.41
$λ_{2}$	0.0301	4.19
$λ_{3}$	0.9692	60.48

Estimation Period:
Jan 2, 1990 to Sep 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts