Buda Juice Inc Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Tuesday, July 21st, 2026
1 Day
346,407.80
decreased by 9,529.10
1 Week
369,851.62
increased by 13,914.72
1 Month
428,524.37
increased by 72,587.47
Analysis last updated: Monday, July 20, 2026 at 09:54 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jan 8, 2026 to Jul 17, 2026Model Insight
With persistence 1.000, illiquidity shocks have a half-life of 1386294 trading days (~5501.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
μ
ILLIQ-AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 0.00 |
α ARCH Response to squared shocks | 0.0328 | 2.04** |
β GARCH Volatility persistence | 0.9315 | 69.20*** |
γ leverage Additional response to negative shocks | 0.0714 | 1.79* |
Persistence:
1.000
Half-life:
1386294 days
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