V-Lab: BB Biotech AG Spline ILLIQ Liquidity Analysis

V-Lab

BB Biotech AG Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, September 1st, 2025:41,963.21 (3,963.25)

Analysis last updated: Saturday, August 30, 2025 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.4969	3.35
$α$	0.1498	18.13
$β$	0.8070	103.93
$γ_{1}$	-0.0170	-0.16
$γ_{2}$	0.1168	0.80
$γ_{3}$	-0.1489	-1.40
$γ_{4}$	-0.0555	-0.57
$γ_{5}$	0.2504	3.84
$γ_{6}$	-0.1744	-3.65
$γ_{7}$	0.0223	0.46
$γ_{8}$	-0.0091	-0.11

Estimation Period:
Jun 16, 2000 to Aug 29, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM