BioPharma Credit PLC 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 Monday, April 13th, 2026
1 Day
7,472.44
decreased by 579.88
1 Week
8,200.17
increased by 147.85
1 Month
10,520.25
increased by 2,467.93
Analysis last updated: Sunday, April 12, 2026 at 02:25 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.80 | |
| 0.0631 | 13.12 | |
| 0.9274 | 333.82 | |
| 0.0192 | 1.48 |
Estimation Period:
Mar 24, 2017 to Apr 10, 2026
Mar 24, 2017 to Apr 10, 2026
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