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

V-Lab

Bristol-Myers Squibb Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 15th, 2025:21.92 (1.48)

Analysis last updated: Friday, September 12, 2025 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0404	9.58
$α$	0.0472	13.34
$β$	0.9512	257.49
$γ_{1}$	-0.0031	-3.00

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts