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Buda Juice Inc ILLIQ-MFMEM Liquidity Analysis

Illiquidity prediction for Tuesday, August 25th, 2026

1 Day

375,708.10

decreased by 13,349.70

1 Week

623,795.56

increased by 234,737.76

1 Month

482,668.50

increased by 93,610.70

Analysis last updated: Monday, August 24, 2026 at 09:52 PM UTC

Date Range:

from

to

6M ·

All

graph of Buda Juice Inc ILLIQ-MFMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Jan 8, 2026 to Aug 21, 2026

Model Insight

Illiquidity shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day. 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.

μ

ILLIQ-MFMEM Model

Tap to view equation

ParameterValuet-statistic
α

ARCH

Response to squared shocks

0.5000
48.57***
β

GARCH

Volatility persistence

0.0000
0.00
γ

leverage

Additional response to negative shocks

-0.5000
-31.29***
λ₁

tau intercept

Baseline long-term coefficient

361,710.7174

Persistence:

0.250

Half-life:

1 days