BB Biotech AG Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, May 26th, 2026
1 Day
3,018.53
decreased by 222.63
1 Week
3,363.21
increased by 122.05
1 Month
3,419.25
increased by 178.09
Analysis last updated: Sunday, May 24, 2026 at 02:26 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.94 | |
| 0.0605 | 21.77 | |
| 0.9114 | 645.91 | |
| 0.0563 | 11.42 |
Estimation Period:
Nov 15, 1993 to May 22, 2026
Nov 15, 1993 to May 22, 2026
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