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 Monday, May 25th, 2026
1 Day
36,046.74
decreased by 3,622.01
1 Week
44,118.63
increased by 4,449.88
1 Month
40,734.38
increased by 1,065.63
Analysis last updated: Saturday, May 23, 2026 at 08:06 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 | |
| 0.1200 | 32.29 | |
| 0.8619 | 909.22 | |
| 0.0362 | 4.78 |
Estimation Period:
Jun 16, 2000 to May 22, 2026
Jun 16, 2000 to May 22, 2026
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