Skip to main content
V-Lab

BB Biotech AG Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 14th, 2026

1 Day

4,227.38

decreased by 303.14

1 Week

4,201.55

decreased by 328.97

1 Month

4,001.90

decreased by 528.62

Analysis last updated: Tuesday, July 14, 2026 at 08:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of BB Biotech AG ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Nov 15, 1993 to Jul 10, 2026

Model Insight

With persistence 0.995, illiquidity shocks have a half-life of 144 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.9793
6.96***
α

ARCH

Response to squared shocks

0.1047
13.09***
β

GARCH

Volatility persistence

0.8905
94.24***
γi Spline Coefficients
K=1
γ1-0.0001
-0.04

Persistence:

0.995

Half-life:

144 days