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V-Lab

Buda Juice Inc Spline ILLIQ Liquidity Analysis

Illiquidity prediction for Thursday, September 10th, 2026

1 Day

1,004,685.00

decreased by 56,030.00

1 Week

1,079,813.50

increased by 19,098.50

1 Month

873,119.90

decreased by 187,595.10

Analysis last updated: Thursday, September 10, 2026 at 02:26 AM UTC

Date Range:

from

to

6M ·

All

graph of Buda Juice Inc ILLIQ-SMEM

News Impact Curve

How returns affect tomorrow's illiquidity

Illiquidity Forecast

How illiquidity evolves over time

Parameter Estimates

Jan 8, 2026 to Sep 4, 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 4 trading days.

μ

ILLIQ-SMEM Model

Tap to view equation

Time-varying baseline: illiquidity reverts to a slowly-shifting spline trend
ParamValuet-stat
ωconst1.2090
4.54***
αARCH0.1042
1.59
βGARCH0.7513
3.50***
γi Spline Coefficients
K=1
γ10.9210
0.22

0.856

Persistence

4d

Half-life
μ

ILLIQ-SMEM Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.2090
4.54***
α

ARCH

Response to squared shocks

0.1042
1.59
β

GARCH

Volatility persistence

0.7513
3.50***
γi Spline Coefficients
K=1
γ10.9210
0.22

Persistence:

0.856

Half-life:

4 days