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, May 26th, 2026
1 Day
2,490.41
increased by 162.75
1 Week
2,454.62
increased by 126.96
1 Month
2,954.93
increased by 627.27
Analysis last updated: Sunday, May 24, 2026 at 01:22 AM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.77 | |
| 0.0675 | 13.27 | |
| 0.9238 | 322.21 | |
| 0.0174 | 1.30 |
Estimation Period:
Mar 24, 2017 to May 22, 2026
Mar 24, 2017 to May 22, 2026
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