V-Lab: BB Biotech AG ILLIQ-MFMEM Liquidity Analysis

V-Lab

BB Biotech AG ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Wednesday, June 18th, 2025:30,780.20 (-973.20)

Analysis last updated: Wednesday, June 18, 2025 at 11:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	81
$α$	0.0737	3.06
$β$	0.9271	219.01
$γ$	-0.0221	-0.56
$λ_{1}$	10.0000	4.97
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9934	596.28

Estimation Period:
Jun 16, 2000 to Jun 13, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
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