BB Biotech AG Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, April 7th, 2026
1 Day
42,053.89
decreased by 5,233.27
1 Week
47,337.23
increased by 50.07
1 Month
39,301.20
decreased by 7,985.96
Analysis last updated: Friday, April 3, 2026 at 08:02 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.88 | |
| 0.1204 | 32.15 | |
| 0.8611 | 900.75 | |
| 0.0370 | 4.82 |
Estimation Period:
Jun 16, 2000 to Apr 2, 2026
Jun 16, 2000 to Apr 2, 2026
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