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V-Lab

Buda Juice Inc Spline ILLIQ Liquidity Analysis

Liquidity prediction for Tuesday, July 21st, 2026

1 Day

379,516.00

decreased by 0.10

1 Week

385,034.78

increased by 5,518.68

1 Month

414,386.00

increased by 34,869.90

Analysis last updated: Monday, July 20, 2026 at 09:54 PM UTC

Date Range:

from

to

6M ·

All

graph of Buda Juice Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's liquidity

Liquidity Forecast

How liquidity evolves over time

Parameter Estimates

Jan 8, 2026 to Jul 17, 2026

Model Insight

This model fits a time-varying baseline (a spline), so illiquidity mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 7 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.9472
3.13***
α

ARCH

Response to squared shocks

0.0000
0.00
β

GARCH

Volatility persistence

0.8989
6.82***
γi Spline Coefficients
K=1
γ1-9.1564
-1.80*

Persistence:

0.899

Half-life:

7 days