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

V-Lab

Bristol-Myers Squibb Co Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, May 7th, 2025:21.08 (1.87)

Analysis last updated: Tuesday, May 6, 2025 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0436	9.61
$α$	0.0473	13.26
$β$	0.9510	255.09
$γ_{1}$	-0.0032	-3.22

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts