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

V-Lab

Bristol-Myers Squibb Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, August 12th, 2025:24.75 (-1.20)

Analysis last updated: Monday, August 11, 2025 at 09:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0399	9.55
$α$	0.0475	13.36
$β$	0.9509	256.38
$γ_{1}$	-0.0030	-2.91

Estimation Period:
Jan 2, 1990 to Aug 8, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts