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, April 7th, 2026
1 Day
3,222.90
decreased by 234.19
1 Week
3,479.45
increased by 22.36
1 Month
3,783.20
increased by 326.11
Analysis last updated: Saturday, April 4, 2026 at 12:16 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.93 | |
| 0.0608 | 21.77 | |
| 0.9111 | 642.05 | |
| 0.0563 | 11.38 |
Estimation Period:
Nov 15, 1993 to Apr 2, 2026
Nov 15, 1993 to Apr 2, 2026
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