V-Lab: Asuransi Bintang Spline ILLIQ Liquidity Analysis

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Asuransi Bintang Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, December 15th, 2025:10,232.23 (4,878.49)

Analysis last updated: Sunday, December 14, 2025 at 06:27 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0176	2.56
$α$	0.1849	7.04
$β$	0.8116	31.90
$γ_{1}$	-1.2722	-1.65
$γ_{2}$	2.8936	2.46
$γ_{3}$	-3.0786	-4.28
$γ_{4}$	2.1368	2.48
$γ_{5}$	0.0863	0.08
$γ_{6}$	-2.2325	-2.14
$γ_{7}$	1.8086	1.89
$γ_{8}$	0.1757	0.26
$γ_{9}$	-0.1521	-0.23
$γ_{10}$	-2.3632	-2.56

Estimation Period:
Jun 24, 1994 to Dec 12, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Asuransi Bintang Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM