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

V-Lab

Bristol-Myers Squibb Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:17.55 (-0.50)

Analysis last updated: Friday, June 27, 2025 at 10:36 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0437	9.61
$α$	0.0472	13.27
$β$	0.9510	255.59
$γ_{1}$	-0.0033	-3.24

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts