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, April 27th, 2026
1 Day
45,252.53
increased by 10,309.63
1 Week
38,412.97
increased by 3,470.07
1 Month
42,095.66
increased by 7,152.76
Analysis last updated: Saturday, April 25, 2026 at 08:35 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 | |
| 0.1201 | 32.17 | |
| 0.8613 | 903.82 | |
| 0.0370 | 4.84 |
Estimation Period:
Jun 16, 2000 to Apr 24, 2026
Jun 16, 2000 to Apr 24, 2026
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