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 Monday, April 27th, 2026
1 Day
3,937.77
increased by 770.80
1 Week
3,437.36
increased by 270.39
1 Month
3,649.12
increased by 482.15
Analysis last updated: Sunday, April 26, 2026 at 02:42 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 | |
| 0.9113 | 644.93 | |
| 0.0563 | 11.42 |
Estimation Period:
Nov 15, 1993 to Apr 24, 2026
Nov 15, 1993 to Apr 24, 2026
Other BB Biotech AG Analyses
Other Asymmetric ILLIQ Analyses on Closed-end Funds