V-Lab: Pt Cilacap Samudera Fishing Spline ILLIQ Liquidity Analysis

V-Lab

Pt Cilacap Samudera Fishing Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, June 30th, 2025:940.30 (924.16)

Analysis last updated: Saturday, June 28, 2025 at 01:17 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	7.7288	77,288,380.00
$α$	0.4653	4,653,220.00
$β$	0.4995	4,994,760.00
$γ_{1}$	-442.6147	-4,426,147,000.00
$γ_{2}$	423.0195	4,230,195,000.00
$γ_{3}$	2,463.2740	24,632,740,000.00
$γ_{4}$	-5,741.5240	-57,415,240,000.00
$γ_{5}$	-4,542.4390	-45,424,390,000.00
$γ_{6}$	27,197.6600	271,976,600,000.00
$γ_{7}$	-30,016.2900	-300,162,900,000.00
$γ_{8}$	10,584.4400	105,844,400,000.00
$γ_{9}$	1,305.3400	13,053,400,000.00
$γ_{10}$	-2,873.6610	-28,736,610,000.00

Estimation Period:
May 27, 2022 to Jun 26, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Pt Cilacap Samudera Fishing Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM