V-Lab
Bali Towerindo Sentra ILLIQ-MFMEM Liquidity Analysis
Illiquidity prediction for Monday, July 27th, 2026
1 Day
14,306.46
1 Week
7,075.76
1 Month
6,501.50
Analysis last updated: Sunday, July 26, 2026 at 06:20 AM UTC
News Impact Curve
How returns affect tomorrow's illiquidityIlliquidity Forecast
How illiquidity evolves over timeParameter Estimates
Mar 13, 2014 to Jul 24, 2026Model Insight
Estimated persistence of 1.000 is at or above 1 (non-stationary): illiquidity shocks do not decay and the long-run level is undefined, so long-horizon forecasts should be treated with caution. This multi-frequency model splits illiquidity into a fast short-run component and a slow-moving long-run level that drifts over the sample rather than a constant baseline.
ILLIQ-MFMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
α ARCH Response to squared shocks | 0.3409 | 7.70*** |
β GARCH Volatility persistence | 0.8295 | 128.53*** |
γ leverage Additional response to negative shocks | -0.3409 | -4.38*** |
λ₁ tau intercept Baseline long-term coefficient | 5,395.4710 |
Persistence:
1.000
Half-life:
-
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