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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Oct 1, 1992 to Jul 10, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | -0.0108 | -6.44*** |
Persistence:
0.996
Half-life:
176 days
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