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Big Digital Energy Inc Spline ILLIQ 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 15th, 2026

1 Day

88,318.27

decreased by 7,314.49

1 Week

82,447.78

decreased by 13,184.98

1 Month

67,183.90

decreased by 28,448.86

Analysis last updated: Tuesday, July 14, 2026 at 09:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Big Digital Energy Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Feb 22, 2012 to Jul 10, 2026

Model Insight

With persistence 1.000, illiquidity shocks have a half-life of 346573 trading days (~1375.3 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

1.6867
α

ARCH

Response to squared shocks

0.1694
β

GARCH

Volatility persistence

0.8306
γi Spline Coefficients
K=9
γ1-25.7202
γ240.3929
γ3-24.3652
γ411.2225
γ52.7092
γ6-8.1642
γ76.6928
γ8-3.8221
γ91.0768

Persistence:

1.000

Half-life:

346573 days