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, June 16th, 2026
1 Day
39,448.07
decreased by 2,870.35
1 Week
39,278.52
decreased by 3,039.90
1 Month
38,129.12
decreased by 4,189.30
Analysis last updated: Tuesday, June 16, 2026 at 07:25 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.89 | |
| 0.1197 | 32.42 | |
| 0.8621 | 911.31 | |
| 0.0365 | 4.85 |
Estimation Period:
Jun 16, 2000 to Jun 12, 2026
Jun 16, 2000 to Jun 12, 2026
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