V-Lab
Bull-Dog Sauce Co Ltd Spline ILLIQ Liquidity Analysis
Illiquidity prediction for Monday, July 27th, 2026
1 Day
145.44
decreased by 12.20
1 Week
162.08
increased by 4.44
1 Month
184.92
increased by 27.28
Analysis last updated: Sunday, July 26, 2026 at 02:54 AM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Oct 1, 1992 to Jul 24, 2026Model Insight
With persistence 0.996, illiquidity shocks have a half-life of 174 trading days (~0.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-SMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.4417 | 5.41*** |
α ARCH Response to squared shocks | 0.1020 | 12.48*** |
β GARCH Volatility persistence | 0.8941 | 105.00*** |
Spline Coefficients
K=1
| γ1 | -0.0108 | -6.46*** |
Persistence:
0.996
Half-life:
174 days
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