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

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V-Lab

Bristol-Myers Squibb Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, November 13th, 2024:24.51 (-0.47)

Analysis last updated: Tuesday, November 12, 2024 at 10:37 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0469	9.57
$α$	0.0482	13.29
$β$	0.9500	250.27
$γ_{1}$	-0.0033	-3.29

Estimation Period:
Jan 2, 1990 to Nov 8, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts