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

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BB Biotech AG ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Friday, November 28th, 2025:3,112.20 (-191.16)

Analysis last updated: Saturday, November 29, 2025 at 03:26 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1092	9.45
$β$	0.8880	417.49
$γ$	-0.1092	-6.67
$λ_{1}$	0.8021	30.33
$λ_{2}$	0.0000	0.03
$λ_{3}$	0.9977	1,960.14

Estimation Period:
Nov 15, 1993 to Nov 21, 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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