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, June 16th, 2026
1 Day
3,553.00
decreased by 265.56
1 Week
3,697.83
decreased by 120.73
1 Month
3,412.51
decreased by 406.05
Analysis last updated: Tuesday, June 16, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 3.94 | |
| 0.0604 | 21.76 | |
| 0.9114 | 646.87 | |
| 0.0564 | 11.44 |
Estimation Period:
Nov 15, 1993 to Jun 12, 2026
Nov 15, 1993 to Jun 12, 2026
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