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

V-Lab

Bristol-Myers Squibb Co ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, April 21st, 2025:19.98 (-0.96)

Analysis last updated: Thursday, April 17, 2025 at 10:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.0519	14.52
$β$	0.9390	639.18
$γ$	-0.0519	-4.61
$λ_{1}$	0.0005	2.47
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9995	1,103.23

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts