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 Tuesday, November 12th, 2024:24.32 (2.01)

Analysis last updated: Monday, November 11, 2024 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0531	15.43
$β$	0.9372	643.66
$γ$	-0.0531	-5.06
$λ_{1}$	0.0004	1.71
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9995	1156.86

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts