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 2nd, 2025:20.26 (-0.58)

Analysis last updated: Saturday, May 31, 2025 at 03:20 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0427	9.60
$α$	0.0472	13.27
$β$	0.9510	255.73
$γ_{1}$	-0.0032	-3.15

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts