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

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Bristol-Myers Squibb Co ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, October 27th, 2025:15.03 (-0.91)

Analysis last updated: Friday, October 24, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	21
$α$	0.0663	1.51
$β$	0.8613	22.84
$γ$	-0.0663	-0.56
$λ_{1}$	0.0112	2.56
$λ_{2}$	0.0295	4.47
$λ_{3}$	0.9698	61.39

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts