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
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
Jan 8, 2026 to Jul 17, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | -9.1564 | -1.80* |
Persistence:
0.899
Half-life:
7 days
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