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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

Illiquidity prediction for Monday, July 27th, 2026

1 Day

127,295.90

decreased by 3,507.30

1 Week

113,038.51

decreased by 17,764.69

1 Month

93,352.64

decreased by 37,450.56

Analysis last updated: Friday, July 24, 2026 at 09:17 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

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graph of Big Digital Energy Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Feb 22, 2012 to Jul 24, 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

1.6915
α

ARCH

Response to squared shocks

0.1691
β

GARCH

Volatility persistence

0.8309
γi Spline Coefficients
K=9
γ1-25.5928
γ240.3477
γ3-24.5847
γ411.5312
γ52.4194
γ6-8.0642
γ76.8775
γ8-4.2674
γ91.8126

Persistence:

1.000

Half-life:

346573 days