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 2nd, 2025:273.37 (41.34)

Analysis last updated: Friday, May 30, 2025 at 01:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0544	544,090.00
$α$	0.6714	6,714,280.00
$β$	0.3286	3,285,720.00
$γ_{1}$	-383.8830	-3,838,830,000.00
$γ_{2}$	738.9073	7,389,073,000.00
$γ_{3}$	1,163.2280	11,632,280,000.00
$γ_{4}$	-10,690.4100	-106,904,100,000.00
$γ_{5}$	25,432.0000	254,320,000,000.00
$γ_{6}$	-26,803.6500	-268,036,500,000.00
$γ_{7}$	12,873.0300	128,730,300,000.00
$γ_{8}$	-3,232.7980	-32,327,980,000.00

Estimation Period:
May 27, 2022 to May 28, 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