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Bull-Dog Sauce Co Ltd Spline ILLIQ Liquidity Analysis

Liquidity prediction for Wednesday, July 15th, 2026

1 Day

198.07

decreased by 16.39

1 Week

211.69

decreased by 2.77

1 Month

190.53

decreased by 23.93

Analysis last updated: Wednesday, July 15, 2026 at 07:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bull-Dog Sauce Co Ltd ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Oct 1, 1992 to Jul 10, 2026

Model Insight

With persistence 0.996, illiquidity shocks have a half-life of 176 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

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.4474
5.42***
α

ARCH

Response to squared shocks

0.1020
12.49***
β

GARCH

Volatility persistence

0.8941
105.01***
γi Spline Coefficients
K=1
γ1-0.0108
-6.44***

Persistence:

0.996

Half-life:

176 days