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, June 16th, 2026
1 Day
3,485.76
decreased by 62.38
1 Week
3,545.88
decreased by 2.26
1 Month
3,145.46
decreased by 402.68
Analysis last updated: Tuesday, June 16, 2026 at 09:12 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 0.78 | |
| 0.0670 | 13.30 | |
| 0.9245 | 326.80 | |
| 0.0169 | 1.27 |
Estimation Period:
Mar 24, 2017 to Jun 12, 2026
Mar 24, 2017 to Jun 12, 2026
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