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

V-Lab

BB Biotech AG ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Thursday, May 8th, 2025:25,775.03 (3,324.99)

Analysis last updated: Thursday, May 8, 2025 at 10:38 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	86
$α$	0.0735	3.07
$β$	0.9273	220.04
$γ$	-0.0214	-0.55
$λ_{1}$	10.0000	5.08
$λ_{2}$	0.0000	0.01
$λ_{3}$	0.9935	593.46

Estimation Period:
Jun 16, 2000 to May 2, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
Historical ILLIQ