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 27th, 2026
1 Day
4,294.17
decreased by 338.35
1 Week
4,762.03
increased by 129.51
1 Month
6,920.96
increased by 2,288.44
Analysis last updated: Sunday, April 26, 2026 at 02:10 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.79 | |
| 0.0649 | 13.15 | |
| 0.9259 | 327.63 | |
| 0.0185 | 1.41 |
Estimation Period:
Mar 24, 2017 to Apr 24, 2026
Mar 24, 2017 to Apr 24, 2026
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