V-Lab: BB Biotech AG Spline ILLIQ Liquidity Analysis

V-Lab

BB Biotech AG Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:22,613.05 (-1,878.50)

Analysis last updated: Sunday, June 29, 2025 at 04:25 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.6141	7.23
$α$	0.1510	20.92
$β$	0.8154	112.91
$γ_{1}$	0.0757	5.67
$γ_{2}$	-0.1361	-6.46
$γ_{3}$	0.1222	7.75
$γ_{4}$	-0.1092	-6.53

Estimation Period:
Jun 16, 2000 to Jun 27, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other BB Biotech AG Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM