Skip to main content
V-Lab

BB Biotech AG Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Monday, August 10th, 2026

1 Day

22,913.31

increased by 3,148.51

1 Week

22,672.71

increased by 2,907.91

1 Month

26,238.06

increased by 6,473.26

Analysis last updated: Saturday, August 8, 2026 at 08:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BB Biotech AG ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Jun 16, 2000 to Aug 7, 2026

Model Insight

This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 52 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.5770
4.29***
α

ARCH

Response to squared shocks

0.1563
23.26***
β

GARCH

Volatility persistence

0.8305
149.46***
γi Spline Coefficients
K=2
γ10.0007
0.13
γ20.0115
1.39

Persistence:

0.987

Half-life:

52 days