V-Lab: Pt Asuransi Maximus Graha Spline ILLIQ Liquidity Analysis

V-Lab

Pt Asuransi Maximus Graha Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, July 7th, 2025:5,232.56 (-2,285.87)

Analysis last updated: Tuesday, July 8, 2025 at 05:41 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.0594	5.10
$α$	0.3603	0.46
$β$	0.6397	0.82
$γ_{1}$	-0.4896	-1.02
$γ_{2}$	-0.1055	-0.14
$γ_{3}$	3.5294	3.84
$γ_{4}$	-10.3018	-6.99
$γ_{5}$	18.0715	4.12
$γ_{6}$	-18.7761	-2.44

Estimation Period:
Jan 16, 2014 to Jul 4, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts

Other Pt Asuransi Maximus Graha Analyses
Asymmetric ILLIQ
Historical ILLIQ
ILLIQ-MFMEM