V-Lab: Boston Scientific Corp Spline ILLIQ Liquidity Analysis

V-Lab

Boston Scientific Corp Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:12.66 (0.20)

Analysis last updated: Friday, May 16, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1193	5.69
$α$	0.0757	14.58
$β$	0.9188	165.91
$γ_{1}$	-0.0159	-0.43
$γ_{2}$	0.0036	0.06
$γ_{3}$	0.0576	1.37
$γ_{4}$	-0.0871	-2.89
$γ_{5}$	0.0661	2.26
$γ_{6}$	-0.0586	-1.45

Estimation Period:
May 20, 1992 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts