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

V-Lab

BB Biotech AG ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:4,358.05 (-287.61)

Analysis last updated: Sunday, June 29, 2025 at 01:56 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1098	9.46
$β$	0.8874	412.18
$γ$	-0.1098	-6.70
$λ_{1}$	0.8009	30.45
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9977	1,952.47

Estimation Period:
Nov 15, 1993 to Jun 27, 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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