Big Digital Energy Inc ILLIQ-MFMEM Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Wednesday, July 22nd, 2026
1 Day
110,475.30
1 Week
111,310.34
1 Month
83,275.77
Analysis last updated: Tuesday, July 21, 2026 at 09:14 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Feb 22, 2012 to Jul 17, 2026Model Insight
With persistence 1.000, illiquidity shocks have a half-life of 231049 trading days (~916.9 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. This multi-frequency model splits illiquidity into a fast short-run component and a slow-moving long-run level that drifts over the sample rather than a constant baseline.
ILLIQ-MFMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
m window Rolling window length | 116 | |
α ARCH Response to squared shocks | 0.1857 | 5.61*** |
β GARCH Volatility persistence | 0.8335 | 51.55*** |
γ leverage Additional response to negative shocks | -0.0383 | -0.64 |
λ₁ tau intercept Baseline long-term coefficient | 10.0000 | 0.00 |
λ₂ forecast adj. Forecast performance sensitivity | 0.0016 | 1.07 |
λ₃ tau persistence Long-term factor persistence | 0.9984 | 243.92*** |
Persistence:
1.000
Half-life:
231049 days
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