V-Lab: BB Biotech AG ILLIQ-MFMEM Liquidity Analysis

V-Lab

BB Biotech AG ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, September 2nd, 2025:5,040.53 (-145.53)

Analysis last updated: Tuesday, September 2, 2025 at 11:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1097	9.43
$β$	0.8876	414.98
$γ$	-0.1097	-6.67
$λ_{1}$	0.8008	30.43
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9977	1,937.29

Estimation Period:
Nov 15, 1993 to Aug 29, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

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Spline ILLIQ
Asymmetric ILLIQ
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