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 Tuesday, April 7th, 2026
1 Day
9,423.38
increased by 897.43
1 Week
8,864.66
increased by 338.71
1 Month
11,201.55
increased by 2,675.60
Analysis last updated: Friday, April 3, 2026 at 11:28 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.80 | |
| 0.0628 | 13.11 | |
| 0.9275 | 334.73 | |
| 0.0193 | 1.50 |
Estimation Period:
Mar 24, 2017 to Apr 2, 2026
Mar 24, 2017 to Apr 2, 2026
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